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~person:"Kardaras, Constantinos"
~subject:"Portfolio-Management"
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Search: subject_exact:"Martingal"
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Portfolio-Management
Martingal
14
Martingale
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4
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4
Self-interest
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Kardaras, Constantinos
Schweizer, Martin
7
Choulli, Tahir
6
Platen, Eckhard
6
Nutz, Marcel
5
Deng, Jun
4
Jeanblanc, Monique
4
Kallsen, Jan
4
Korn, Ralf
4
Larsen, Kasper
4
Seifried, Frank Thomas
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Becherer, Dirk
3
Kabanov, Jurij M.
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Karatzas, Ioannis
3
Muhle-Karbe, Johannes
3
Obłój, Jan
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Schäl, Manfred
3
Tankov, Peter
3
Žitković, Gordan
3
Aksamit, Anna
2
Amendinger, Jürgen
2
Bayraktar, Erhan
2
Bender, Christian
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Biagini, Francesca
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Carassus, Laurence
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Cretarola, Alessandra
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Criens, David
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Czichowsky, Christoph
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Delong, Łukasz
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Desmettre, Sascha
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2
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Kabanov, Youri
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Finance and stochastics
1
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ECONIS (ZBW)
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1
Minimizing the expected market time to reach a certain wealth level
Kardaras, Constantinos
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857129
Saved in:
2
Multiplicative approximation of wealth processes involving no-short-sale strategies
Kardaras, Constantinos
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857179
Saved in:
3
Viability of markets with an infinite number of assets
Kardaras, Constantinos
-
2008
Persistent link: https://www.econbiz.de/10003857180
Saved in:
4
Multiplicative approximation of wealth processes involving no-short-sales strategies via simple trading
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 579-590
Persistent link: https://www.econbiz.de/10009783346
Saved in:
5
No-free-lunch equivalences for exponential Lévy models under convex constraints on investment
Kardaras, Constantinos
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10003827568
Saved in:
6
The numéraire portfolio in semimartingale financial models
Karatzas, Ioannis
;
Kardaras, Constantinos
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 447-493
Persistent link: https://www.econbiz.de/10003645513
Saved in:
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