Similar Search Results

Market viability via absence of arbitrage of the first kind

Kardaras, Constantinos - In: Finance and stochastics 16 (2012) 4, pp. 651-667

Persistent link: https://www.econbiz.de/10009623539

Generalized supermartingale deflators under limited information

Kardaras, Constantinos - In: Mathematical finance : an international journal of … 23 (2013) 1, pp. 186-197

Persistent link: https://www.econbiz.de/10009712552

Finitely addititve probabilities and the fundamental theorem of asset pricing

Kardaras, Constantinos - In: Contemporary quantitative finance : essays in honour of …, (pp. 19-34). 2010

Persistent link: https://www.econbiz.de/10008749321

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

Viability of markets with an infinite number of assets

Kardaras, Constantinos - 2008

Persistent link: https://www.econbiz.de/10003857180

Diversity and relative arbitrage in equity markets

Fernholz, Robert; Karatzas, Ioannis; Kardaras, Constantinos - In: Finance and stochastics 9 (2005) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10002497054

Effective Risk Aversion in Thin Risk-Sharing Markets

Anthropelos, Michail - 2019

We consider thin incomplete financial markets, where traders with heterogeneous preferences and risk exposures have motive to behave strategically regarding the demand schedules they submit, thereby impacting prices and allocations. We argue that traders relatively more exposed to the market...

Persistent link: https://www.econbiz.de/10012891032

Abstract, classic, and explicit turnpikes

Guasoni, Paolo; Kardaras, Constantinos; Robertson, Scott; … - In: Finance and stochastics 18 (2014) 1, pp. 75-114

Persistent link: https://www.econbiz.de/10010235457

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

On the Dybvig-Ingersoll-Ross theorem

Kardaras, Constantinos; Platen, Eckhard - In: Mathematical finance : an international journal of … 22 (2012) 4, pp. 729-740

Persistent link: https://www.econbiz.de/10009614938