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 1 6 22
Cover's Rebalancing Option With Discrete Hindsight Optimization 0 0 0 4 2 7 8 26
Exact Replication of the Best Rebalancing Rule in Hindsight 1 1 1 6 2 5 6 49
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 0 1 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 4 9 29
Nash Bargaining Over Margin Loans to Kelly Gamblers 0 0 0 6 2 9 16 58
Super-Replication of the Best Pairs Trade in Hindsight 0 0 0 1 2 4 6 18
The Laws of Motion of the Broker Call Rate in the United States 0 0 1 5 0 3 10 36
Two Resolutions of the Margin Loan Pricing Puzzle 1 1 1 8 1 9 9 37
Total Working Papers 2 2 4 53 10 43 77 341


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 3 5 9 40
Nash Bargaining Over Margin Loans to Kelly Gamblers 0 1 1 2 0 24 29 61
The Laws of Motion of the Broker Call Rate in the United States 0 0 0 0 0 3 8 35
Two resolutions of the margin loan pricing puzzle 0 0 0 2 0 8 11 41
Total Journal Articles 0 1 1 9 3 40 57 177


Statistics updated 2026-04-09