Constantinos Kardaras

Finance · 2007–2014

A researcher in the Science corpus: 3 papers; trusts 12 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 28 citations into it; #4,921 of 10,518 by trust here, #5,336 by citations
• Management Science and Operations Research — 15 citations into it; #11,402 of 11,946 by trust here, #5,787 by citations
• Economics and Econometrics — 13 citations into it; #11,986 of 23,481 by trust here, #20,730 by citations

Whom Constantinos Kardaras trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ioannis Karatzas
2. Eckhard Platen
3. Robert Fernholz
4. Marcel Nutz
5. Dmitry O. Kramkov
6. M. Christensen
7. Gordan Zitkovic
8. Charalambos D. Aliprantis
9. Walter Schachermayer

Who trusts Constantinos Kardaras overall

1. Sara Biagini
2. Bruno Bouchard
3. J. Ruf
4. Marcel Nutz

Papers from Constantinos Kardaras's perspective

Ordered by how strongly the researchers Constantinos Kardaras trusts endorse each paper. Same corpus, a different order for every researcher.

1. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
2. Relative arbitrage in volatility-stabilized markets
3. A BENCHMARK APPROACH TO FINANCE
4. A Complete Explicit Solution to the Log-Optimal Portfolio Problem
5. Optimal arbitrage under model uncertainty.
6. Dual Formulation of Second Order Target Problems
7. Stochastic Integration with Jumps
8. VECTOR STOCHASTIC INTEGRALS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING
9. No Arbitrage and the Growth Optimal Portfolio
10. Necessary and sufficient conditions in the problem of optimal investment in incomplete markets

Their papers

• The numéraire portfolio in semimartingale financial models (2007) — 381 citations
• ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES (2014) — 89 citations
• Finitely Additive Probabilities and the Fundamental Theorem of Asset Pricing (2009) — 75 citations