Constantinos Kardaras

Publication Activity (10 Years)

Years Active: 2005-2024
Publications (10 Years): 5

Top Topics

Portfolio Management

Top Venues

Finance Stochastics

J. Econ. Theory

SIAM J. Financial Math.

Publications

Michail Anthropelos, Constantinos Kardaras
Price impact under heterogeneous beliefs and restricted participation. J. Econ. Theory 215 (2024)
Constantinos Kardaras, Scott Robertson
Continuous-time perpetuities and time reversal of diffusions. Finance Stochastics 21 (1) (2017)
Michail Anthropelos, Constantinos Kardaras
Equilibrium in risk-sharing games. Finance Stochastics 21 (3) (2017)
Yuri Kabanov, Constantinos Kardaras, Shiqi Song
No arbitrage of the first kind and local martingale numéraires. Finance Stochastics 20 (4) (2016)
Constantinos Kardaras
Valuation and Parities for Exchange Options. SIAM J. Financial Math. 6 (1) (2015)
Paolo Guasoni, Constantinos Kardaras, Scott Robertson, Hao Xing
Abstract, classic, and explicit turnpikes. Finance Stochastics 18 (1) (2014)
Erhan Bayraktar, Constantinos Kardaras, Hao Xing
Strict local martingale deflators and valuing American call-type options. Finance Stochastics 16 (2) (2012)
Erhan Bayraktar, Constantinos Kardaras, Hao Xing
Valuation Equations for Stochastic Volatility Models. SIAM J. Financial Math. 3 (1) (2012)
Constantinos Kardaras
Market viability via absence of arbitrage of the first kind. Finance Stochastics 16 (4) (2012)
Constantinos Kardaras, Eckhard Platen
Minimizing the Expected Market Time to Reach a Certain Wealth Level. SIAM J. Financial Math. 1 (1) (2010)
Ioannis Karatzas, Constantinos Kardaras
The numéraire portfolio in semimartingale financial models. Finance Stochastics 11 (4) (2007)
Robert Fernholz, Ioannis Karatzas, Constantinos Kardaras
Diversity and relative arbitrage in equity markets. Finance Stochastics 9 (1) (2005)