Kardaras, Constantinos; Robertson, Scott Robust maximization of asymptotic growth. (English) Zbl 1262.60040 Ann. Appl. Probab. 22, No. 4, 1576-1610 (2012). Reviewer: Klaus Schürger (Bonn) MSC: 60G44 60G46 60H05 PDFBibTeX XMLCite \textit{C. Kardaras} and \textit{S. Robertson}, Ann. Appl. Probab. 22, No. 4, 1576--1610 (2012; Zbl 1262.60040) Full Text: DOI arXiv Euclid
Kardaras, Constantinos; Platen, Eckhard On the semimartingale property of discounted asset-price processes. (English) Zbl 1236.91128 Stochastic Processes Appl. 121, No. 11, 2678-2691 (2011). Reviewer: Nicolas Perkowski (Berlin) MSC: 91G10 60G07 46N10 PDFBibTeX XMLCite \textit{C. Kardaras} and \textit{E. Platen}, Stochastic Processes Appl. 121, No. 11, 2678--2691 (2011; Zbl 1236.91128) Full Text: DOI arXiv
Karatzas, Ioannis; Kardaras, Constantinos The numéraire portfolio in semimartingale financial models. (English) Zbl 1144.91019 Finance Stoch. 11, No. 4, 447-493 (2007). Reviewer: Yuliya Mishura (Kyïv) MSC: 91G10 60H05 60H30 PDFBibTeX XMLCite \textit{I. Karatzas} and \textit{C. Kardaras}, Finance Stoch. 11, No. 4, 447--493 (2007; Zbl 1144.91019) Full Text: DOI arXiv