Constantinos Kardaras

Identifiers

• name variant Constantinos Kardaras 0.60 · backfill

Papers (44)

1. Projections of scaled Bessel processes math.PR · 2018 · author #1
2. Ergodic robust maximization of asymptotic growth q-fin.PM · 2018 · author #1
3. Effective risk aversion in thin risk-sharing markets q-fin.MF · 2017 · author #2
4. Incomplete stochastic equilibria for dynamic monetary utility math.PR · 2015 · author #1
5. No arbitrage and local martingale deflators math.PR · 2015 · author #2
6. Optional Decomposition for continuous semimartingales under arbitrary filtrations math.PR · 2015 · author #2
7. Equilibrium in risk-sharing games q-fin.RM · 2014 · author #2
8. Continuous-time perpetuities and time reversal of diffusions math.PR · 2014 · author #1
9. Robust Fundamental Theorem for Continuous Processes q-fin.MF · 2014 · author #3
10. Arbitrage of the first kind and filtration enlargements in semimartingale financial models math.PR · 2014 · author #3
11. Uniform integrability and local convexity in $L^0$ math.FA · 2012 · author #1
12. Valuation and parities for exchange options q-fin.PR · 2012 · author #1
13. The numeraire property and long-term growth optimality for drawdown-constrained investments q-fin.PM · 2012 · author #1
14. Maximality and numeraires in convex sets of nonnegative random variables math.FA · 2012 · author #1
15. On the characterisation of honest times that avoid all stopping times math.PR · 2012 · author #1
16. Strict local martingales and bubbles math.PR · 2011 · author #1
17. On the closure in the Emery topology of semimartingale wealth-process sets q-fin.PM · 2011 · author #1
18. Abstract, Classic, and Explicit Turnpikes q-fin.PM · 2011 · author #2
19. A time before which insiders would not undertake risk q-fin.PM · 2010 · author #1
20. Maximum penalized quasi-likelihood estimation of the diffusion function q-fin.ST · 2010 · author #3
21. Efficient estimation of one-dimensional diffusion first passage time densities via Monte Carlo simulation math.PR · 2010 · author #2
22. On the stochastic behaviour of optional processes up to random times math.PR · 2010 · author #1
23. Robust maximization of asymptotic growth q-fin.PM · 2010 · author #1
24. Valuation equations for stochastic volatility models math.PR · 2010 · author #2
25. A structural characterization of numeraires of convex sets of nonnegative random variables math.FA · 2010 · author #1
26. Free Lunch q-fin.GN · 2010 · author #1
27. Arbitrage strategy q-fin.GN · 2010 · author #1
28. Forward-convex convergence in probability of sequences of nonnegative random variables math.FA · 2010 · author #1
29. Stochastic discount factors q-fin.PR · 2010 · author #1
30. Finitely additive probabilities and the Fundamental Theorem of Asset Pricing q-fin.PR · 2009 · author #1
31. Strict Local Martingale Deflators and Pricing American Call-Type Options q-fin.PR · 2009 · author #2
32. Generalized supermartingale deflators under limited information q-fin.GN · 2009 · author #1
33. Minimizing the expected market time to reach a certain wealth level q-fin.PM · 2009 · author #1
34. Market viability via absence of arbitrage of the first kind q-fin.PR · 2009 · author #1
35. Num\'{e}raire-invariant preferences in financial modeling q-fin.GN · 2009 · author #1
36. On the Dybvig-Ingersoll-Ross Theorem q-fin.PR · 2009 · author #1
37. Multiplicative approximation of wealth processes involving no-short-sale strategies via simple trading q-fin.PM · 2008 · author #1
38. The continuous behavior of the numeraire portfolio under small changes in information structure, probabilistic views and investment constraints q-fin.PR · 2008 · author #1
39. Diversity and relative arbitrage in equity markets q-fin.PM · 2008 · author #3
40. No-Free-Lunch equivalences for exponential Levy models q-fin.PR · 2008 · author #1
41. On the semimartingale property of discounted asset-price processes q-fin.PR · 2008 · author #1
42. The numeraire portfolio in semimartingale financial models q-fin.PR · 2008 · author #2
43. Balance, growth and diversity of financial markets q-fin.GN · 2008 · author #1
44. Stability of the utility maximization problem with random endowment in incomplete markets q-fin.PM · 2007 · author #1

Mentions

• 1401.7198 #3 · backfill · confidence 0.70 Constantinos Kardaras
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• 0803.3093 #3 · backfill · confidence 0.70 Constantinos Kardaras
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• 0803.1858 #1 · backfill · confidence 0.70 Constantinos Kardaras
• 0706.0482 #1 · backfill · confidence 0.70 Constantinos Kardaras

Frequent Coauthors

• Eckhard Platen 5 shared papers
• Hao Xing 4 shared papers
• Scott Robertson 4 shared papers
• Ioannis Karatzas 3 shared papers
• Erhan Bayraktar 2 shared papers
• Gordan Zitkovic 2 shared papers
• Michail Anthropelos 2 shared papers
• Ashkan Nikeghbali 1 shared papers
• Beatrice Acciaio 1 shared papers
• Bruno Bouchard 1 shared papers
• Claudio Fontana 1 shared papers
• D\"orte Kreher 1 shared papers
• Georgios Vichos 1 shared papers
• Gordan \v{Z}itkovi\'c 1 shared papers
• Jan Obloj 1 shared papers
• Jeff Hamrick 1 shared papers
• Johannes Ruf 1 shared papers
• Marcel Nutz 1 shared papers
• Murad Taqqu 1 shared papers
• Paolo Guasoni 1 shared papers