1 citations · 1 across the 7 of their papers we have counts for
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q-fin.PM2010
A time before which insiders would not undertake risk
Constantinos Kardaras
A continuous-path semimartingale market model with wealth processes discounted by a riskless asset is considered. The numeraire portfolio is the unique strictly positive wealth pro…
q-fin.PM2009★ 1 cited
Minimizing the expected market time to reach a certain wealth level
Constantinos Kardaras, Eckhard Platen
In a financial market model, we consider variations of the problem of minimizing the expected time to upcross a certain wealth level. For exponential Levy markets, we show the asym…
q-fin.PM2008
Diversity and relative arbitrage in equity markets
Robert Fernholz, Ioannis Karatzas, Constantinos Kardaras
A financial market is called "diverse" if no single stock is ever allowed to dominate the entire market in terms of relative capitalization. In the context of the standard Ito-proc…