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 2 2 6 21
Cover's Rebalancing Option With Discrete Hindsight Optimization 0 0 0 4 0 0 1 19
Exact Replication of the Best Rebalancing Rule in Hindsight 0 0 1 5 0 0 2 44
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 2 2 4 20
Long Run Feedback in the Broker Call Money Market 0 0 0 2 0 1 2 22
Multilinear Superhedging of Lookback Options 0 0 0 9 2 2 5 25
Nash Bargaining Over Margin Loans to Kelly Gamblers 0 0 0 6 1 4 7 49
Super-Replication of the Best Pairs Trade in Hindsight 0 0 0 1 0 0 2 14
The Laws of Motion of the Broker Call Rate in the United States 0 0 1 5 6 6 7 33
Two Resolutions of the Margin Loan Pricing Puzzle 0 0 0 7 0 0 1 28
Total Working Papers 0 0 3 51 13 17 38 298


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 1 3 5 35
Nash Bargaining Over Margin Loans to Kelly Gamblers 0 0 0 1 4 5 5 37
The Laws of Motion of the Broker Call Rate in the United States 0 0 0 0 1 4 5 32
Two resolutions of the margin loan pricing puzzle 0 0 0 2 1 3 3 33
Total Journal Articles 0 0 0 8 7 15 18 137


Statistics updated 2026-01-09