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 0 6 24
Cover's Rebalancing Option With Discrete Hindsight Optimization 0 0 0 4 0 1 9 28
Exact Replication of the Best Rebalancing Rule in Hindsight 0 0 1 6 0 5 16 59
Game-Theoretic Optimal Portfolios for Jump Diffusions 0 1 1 6 0 2 3 26
Game-Theoretic Optimal Portfolios in Continuous Time 0 0 0 6 0 4 9 27
Long Run Feedback in the Broker Call Money Market 0 0 0 2 0 0 1 22
Multilinear Superhedging of Lookback Options 0 0 0 9 0 1 12 32
Nash Bargaining Over Margin Loans to Kelly Gamblers 0 0 0 6 0 0 17 60
Super-Replication of the Best Pairs Trade in Hindsight 0 0 0 1 0 3 13 27
The Laws of Motion of the Broker Call Rate in the United States 0 0 0 5 0 1 12 39
Two Resolutions of the Margin Loan Pricing Puzzle 0 0 1 8 1 2 13 41
Total Working Papers 0 1 3 54 1 19 111 385


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 13 44
Nash Bargaining Over Margin Loans to Kelly Gamblers 0 0 1 2 0 0 32 64
The Laws of Motion of the Broker Call Rate in the United States 0 0 0 0 0 1 12 40
Two resolutions of the margin loan pricing puzzle 0 0 0 2 0 1 14 44
Total Journal Articles 0 0 1 9 0 5 71 192


Statistics updated 2026-08-07