Constantinos Kardaras

Available identifiers

zbMath Open kardaras.constantinosMaRDI QIDQ271852

List of research outcomes

Publication	Date of Publication	Type
Price impact under heterogeneous beliefs and restricted participation	2024-01-19	Paper
Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality	2022-11-15	Paper
Portfolio Theory and Arbitrage	2022-05-03	Paper
Ergodic robust maximization of asymptotic growth	2021-11-04	Paper
Effective risk aversion in thin risk‐sharing markets	2021-03-23	Paper
Filtration shrinkage, the structure of deflators, and failure of market completeness	2020-11-11	Paper
Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to Mathematical Finance	2019-08-11	Paper
Projections of scaled Bessel processs	2019-08-06	Paper
A Time Before Which Insiders Would not Undertake Risk	2018-12-13	Paper
ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES	2017-10-24	Paper
Equilibrium in risk-sharing games	2017-07-21	Paper
THE NUMÉRAIRE PROPERTY AND LONG-TERM GROWTH OPTIMALITY FOR DRAWDOWN-CONSTRAINED INVESTMENTS	2017-03-13	Paper
Continuous-time perpetuities and time reversal of diffusions	2017-01-12	Paper
No arbitrage of the first kind and local martingale numéraires	2016-10-27	Paper
Arbitrage of the first kind and filtration enlargements in semimartingale financial models	2016-04-20	Paper
Maximality and numéraires in convex sets of nonnegative random variables	2015-08-26	Paper
Optional decomposition for continuous semimartingales under arbitrary filtrations	2015-08-17	Paper
Strict local martingales and bubbles	2015-07-27	Paper
Incomplete stochastic equilibria for dynamic monetary utility	2015-05-27	Paper
Valuation and Parities for Exchange Options	2015-05-15	Paper
On the stochastic behaviour of optional processes up to random times	2015-04-27	Paper
No arbitrage and local martingale deflators	2015-01-18	Paper
Abstract, classic, and explicit turnpikes	2014-11-14	Paper
Uniform integrability and local convexity in \(\mathbb L^0\)	2014-06-03	Paper
On the characterisation of honest times that avoid all stopping times	2014-02-06	Paper
Maximum penalized quasi-likelihood estimation of the diffusion function	2013-12-13	Paper
On the closure in the emery topology of semimartingale wealth-process sets	2013-09-05	Paper
MULTIPLICATIVE APPROXIMATION OF WEALTH PROCESSES INVOLVING NO-SHORT-SALES STRATEGIES VIA SIMPLE TRADING	2013-09-04	Paper
ON THE DYBVIG‐INGERSOLL‐ROSS THEOREM	2013-05-14	Paper
Forward-convex convergence in probability of sequences of nonnegative random variables	2013-03-04	Paper
GENERALIZED SUPERMARTINGALE DEFLATORS UNDER LIMITED INFORMATION	2013-02-28	Paper
Valuation Equations for Stochastic Volatility Models	2013-01-25	Paper
A structural characterization of numéraires of convex sets of nonnegative random variables	2013-01-03	Paper
Market viability via absence of arbitrage of the first kind	2012-12-07	Paper
Strict local martingale deflators and valuing American call-type options	2012-11-15	Paper
Robust maximization of asymptotic growth	2012-09-19	Paper
Balance, growth and diversity of financial markets	2012-03-06	Paper
Efficient Estimation of One-Dimensional Diffusion First Passage Time Densities via Monte Carlo Simulation	2011-10-25	Paper
On the semimartingale property of discounted asset-price processes	2011-10-11	Paper
Finitely Additive Probabilities and the Fundamental Theorem of Asset Pricing	2011-05-31	Paper
STABILITY OF THE UTILITY MAXIMIZATION PROBLEM WITH RANDOM ENDOWMENT IN INCOMPLETE MARKETS	2011-03-25	Paper
Numéraire-invariant preferences in financial modeling	2010-10-04	Paper
The continuous behavior of the numéraire portfolio under small changes in information structure, probabilistic views and investment constraints	2010-03-01	Paper
Minimizing the Expected Market Time to Reach a Certain Wealth Level	2010-02-03	Paper
NO-FREE-LUNCH EQUIVALENCES FOR EXPONENTIAL LÉVY MODELS UNDER CONVEX CONSTRAINTS ON INVESTMENT	2009-08-28	Paper
The numéraire portfolio in semimartingale financial models	2007-12-16	Paper
Diversity and relative arbitrage in equity markets	2005-05-20	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Constantinos Kardaras