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Constantinos Kardaras

The numéraire portfolio in semimartingale financial models
2007 · Ioannis Karatzas, Constantinos Kardaras · Finance and Stochastics · 306
Diversity and relative arbitrage in equity markets
2004 · Robert Fernholz, Ioannis Karatzas, et al. · Finance and Stochastics · 99
Robust Fundamental Theorem for Continuous Processes
2015 · Sara Biagini, Bruno Bouchard, et al. · Mathematical Finance · 83
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Market viability via absence of arbitrage of the first kind
2012 · Constantinos Kardaras · Finance and Stochastics · 73
Finitely Additive Probabilities and the Fundamental Theorem of Asset Pricing
2010 · Constantinos Kardaras · Springer eBooks · 63
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Strict local martingales and bubbles
2015 · Constantinos Kardaras, Dörte Kreher, et al. · The Annals of Applied Probability · 44
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Arbitrage of the first kind and filtration enlargements in semimartingale financial models
2015 · Beatrice Acciaio, Claudio Fontana, et al. · Stochastic Processes and their Applications · 42
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No arbitrage of the first kind and local martingale numéraires
2016 · Yuri Kabanov, Constantinos Kardaras, et al. · Finance and Stochastics · 40
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Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality
2015 · Constantinos Kardaras, Hao Xing, et al. · Springer eBooks · 39
On the semimartingale property of discounted asset-price processes
2011 · Constantinos Kardaras, Eckhard Platen · Stochastic Processes and their Applications · 34
Stability of the Utility Maximization Problem With Random Endowment in Incomplete Markets
2010 · Constantinos Kardaras, Gordan Žitković · Mathematical Finance · 34
Portfolio Theory and Arbitrage
2021 · Ioannis Karatzas, Constantinos Kardaras · Graduate studies in mathematics · 31
On the closure in the Emery topology of semimartingale wealth-process sets
2013 · Constantinos Kardaras · The Annals of Applied Probability · 27
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No‐free‐lunch Equivalences for Exponential Lévy Models Under Convex Constraints on Investment
2009 · Constantinos Kardaras · Mathematical Finance · 25
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Valuation Equations for Stochastic Volatility Models
2012 · Erhan Bayraktar, Constantinos Kardaras, et al. · SIAM Journal on Financial Mathematics · 24
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Numéraire-invariant preferences in financial modeling
2010 · Constantinos Kardaras · The Annals of Applied Probability · 24
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Equilibrium in risk-sharing games
2017 · Michail Anthropelos, Constantinos Kardaras · Finance and Stochastics · 19
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Incomplete stochastic equilibria for dynamic monetary utility
2015 · Kardaras, Constantinos, Xing, Hao, et al. · RePEc: Research Papers in Economics · 19
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Robust maximization of asymptotic growth
2012 · Constantinos Kardaras, Scott Robertson · The Annals of Applied Probability · 18
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Strict local martingale deflators and valuing American call-type options
2011 · Erhan Bayraktar, Constantinos Kardaras, et al. · Finance and Stochastics · 15
Minimizing the Expected Market Time to Reach a Certain Wealth Level
2010 · Constantinos Kardaras, Eckhard Platen · SIAM Journal on Financial Mathematics · 15
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Filtration Shrinkage, the Structure of Deflators, and Failure of Market Completeness
2019 · Constantinos Kardaras, Johannes Ruf · Finance and Stochastics · 14
On the stochastic behaviour of optional processes up to random times
2015 · Constantinos Kardaras · The Annals of Applied Probability · 14
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Efficient Estimation of One-Dimensional Diffusion First Passage Time Densities via Monte Carlo Simulation
2011 · Tomoyuki Ichiba, Constantinos Kardaras · Journal of Applied Probability · 14
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On the characterisation of honest times that avoid all stopping times
2013 · Constantinos Kardaras · Stochastic Processes and their Applications · 13
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Works count: 115
Citation count: 1,336
H-index: 18
I10-index: 31
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