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 2 7 24
Cover's Rebalancing Option With Discrete Hindsight Optimization 0 0 0 4 1 4 10 28
Exact Replication of the Best Rebalancing Rule in Hindsight 0 1 1 6 3 10 14 57
Game-Theoretic Optimal Portfolios for Jump Diffusions 0 0 0 5 1 2 3 25
Game-Theoretic Optimal Portfolios in Continuous Time 0 0 0 6 2 4 7 25
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 4 12 32
Nash Bargaining Over Margin Loans to Kelly Gamblers 0 0 0 6 0 4 18 60
Super-Replication of the Best Pairs Trade in Hindsight 0 0 0 1 2 10 14 26
The Laws of Motion of the Broker Call Rate in the United States 0 0 1 5 1 3 13 39
Two Resolutions of the Margin Loan Pricing Puzzle 0 1 1 8 1 4 12 40
Total Working Papers 0 2 3 53 12 47 112 378


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 2 6 12 43
Nash Bargaining Over Margin Loans to Kelly Gamblers 0 0 1 2 0 3 32 64
The Laws of Motion of the Broker Call Rate in the United States 0 0 0 0 1 5 13 40
Two resolutions of the margin loan pricing puzzle 0 0 0 2 1 3 14 44
Total Journal Articles 0 0 1 9 4 17 71 191


Statistics updated 2026-06-04