Access Statistics for Alexander Garivaltis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Universal Bilinear Portfolios 0 0 0 1 0 3 6 22
Cover's Rebalancing Option With Discrete Hindsight Optimization 0 0 0 4 1 5 6 24
Exact Replication of the Best Rebalancing Rule in Hindsight 0 0 1 5 1 3 5 47
Game-Theoretic Optimal Portfolios for Jump Diffusions 0 0 0 5 0 0 1 23
Game-Theoretic Optimal Portfolios in Continuous Time 0 0 1 6 1 3 4 21
Long Run Feedback in the Broker Call Money Market 0 0 0 2 0 0 2 22
Multilinear Superhedging of Lookback Options 0 0 0 9 1 5 8 28
Nash Bargaining Over Margin Loans to Kelly Gamblers 0 0 0 6 3 8 14 56
Super-Replication of the Best Pairs Trade in Hindsight 0 0 0 1 1 2 4 16
The Laws of Motion of the Broker Call Rate in the United States 0 0 1 5 0 9 10 36
Two Resolutions of the Margin Loan Pricing Puzzle 0 0 0 7 1 8 9 36
Total Working Papers 0 0 3 51 9 46 69 331


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Game-Theoretic Optimal Portfolios for Jump Diffusions 0 0 0 5 0 3 7 37
Nash Bargaining Over Margin Loans to Kelly Gamblers 0 1 1 2 11 28 29 61
The Laws of Motion of the Broker Call Rate in the United States 0 0 0 0 0 4 8 35
Two resolutions of the margin loan pricing puzzle 0 0 0 2 1 9 11 41
Total Journal Articles 0 1 1 9 12 44 55 174


Statistics updated 2026-03-04