Details about Alexander Garivaltis

Access statistics for papers by Alexander Garivaltis.

Last updated 2022-09-02. Update your information in the RePEc Author Service.

Short-id: pga992

Working Papers

2022

1. A Note on Universal Bilinear Portfolios
   Papers, arXiv.org
2. Cover's Rebalancing Option With Discrete Hindsight Optimization
   Papers, arXiv.org View citations (2)
3. Game-Theoretic Optimal Portfolios for Jump Diffusions
   Papers, arXiv.org
   See also Journal Article Game-Theoretic Optimal Portfolios for Jump Diffusions, Games, MDPI (2019) View citations (4) (2019)
4. Game-Theoretic Optimal Portfolios in Continuous Time
   Papers, arXiv.org View citations (6)
5. Long Run Feedback in the Broker Call Money Market
   Papers, arXiv.org
6. Multilinear Superhedging of Lookback Options
   Papers, arXiv.org View citations (2)
7. Super-Replication of the Best Pairs Trade in Hindsight
   Papers, arXiv.org
8. The Laws of Motion of the Broker Call Rate in the United States
   Papers, arXiv.org
   See also Journal Article The Laws of Motion of the Broker Call Rate in the United States, IJFS, MDPI (2019) (2019)
9. Two Resolutions of the Margin Loan Pricing Puzzle
   Papers, arXiv.org View citations (2)
   See also Journal Article Two resolutions of the margin loan pricing puzzle, Research in Economics, Elsevier (2019) (2019)

2019

10. Exact Replication of the Best Rebalancing Rule in Hindsight
    Papers, arXiv.org View citations (9)
11. Nash Bargaining Over Margin Loans to Kelly Gamblers
    Papers, arXiv.org View citations (1)
    See also Journal Article Nash Bargaining Over Margin Loans to Kelly Gamblers, Risks, MDPI (2019) View citations (1) (2019)

Journal Articles

2019

1. Game-Theoretic Optimal Portfolios for Jump Diffusions
   Games, 2019, 10, (1), 1-9 View citations (4)
   See also Working Paper Game-Theoretic Optimal Portfolios for Jump Diffusions, Papers (2022) (2022)
2. Nash Bargaining Over Margin Loans to Kelly Gamblers
   Risks, 2019, 7, (3), 1-14 View citations (1)
   See also Working Paper Nash Bargaining Over Margin Loans to Kelly Gamblers, Papers (2019) View citations (1) (2019)
3. The Laws of Motion of the Broker Call Rate in the United States
   IJFS, 2019, 7, (4), 1-23
   See also Working Paper The Laws of Motion of the Broker Call Rate in the United States, Papers (2022) (2022)
4. Two resolutions of the margin loan pricing puzzle
   Research in Economics, 2019, 73, (2), 199-207
   See also Working Paper Two Resolutions of the Margin Loan Pricing Puzzle, Papers (2022) View citations (2) (2022)