Kardaras, Constantinos
- The numeraire portfolio in semimartingale financial models
2008/03/13 by Ioannis Karatzas, Constantinos Kardaras, Karatzas, Ioannis +1 · 5 citations
Decision Sciences · Economics, Econometrics and Finance · #60H05 #60H30 #91B28 #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Optimization and Control (math.OC) #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Market viability via absence of arbitrage of the first kind
2009/04/11 by Constantinos Kardaras, Kardaras, Constantinos · 3 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Computational Finance (q-fin.CP) #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Stochastic processes and financial applications
- Stability of the utility maximization problem with random endowment in\n incomplete markets
2007/06/04 by Constantinos Kardaras, Gordan Žitković, Kardaras, Constantinos +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Abstract, Classic, and Explicit Turnpikes
2011/01/05 by Paolo Guasoni, Guasoni, Paolo, Constantinos Kardaras +5 · 1 citation
Economics, Econometrics and Finance · #91G10 #91G80 #Capital Investment and Risk Analysis #Climate Change Policy and Economics #FOS: Economics and business #FOS: Mathematics #Portfolio Management (q-fin.PM) #Probability (math.PR) #Stochastic processes and financial applications
- Arbitrage of the first kind and filtration enlargements in\n semimartingale financial models
2014/01/28 by Beatrice Acciaio, Acciaio, Beatrice, Claudio Fontana +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #60G44 #91G10 #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Portfolio Management (q-fin.PM) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Ergodic robust maximization of asymptotic growth
2018/01/19 by Kardaras, Constantinos, Robertson, Scott · 1 citation
#FOS: Economics and business #FOS: Mathematics #Portfolio Management (q-fin.PM) #Probability (math.PR)
- Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to Mathematical Finance
2019/08/11 by Constantinos Kardaras, Kardaras, Constantinos · 1 citation
Economics, Econometrics and Finance · #60H05 #91G10 #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Mathematical Finance (q-fin.MF) #Probability (math.PR) #Stochastic processes and financial applications