← All authors Alex Garivaltis Northern Illinois University (per OpenAlex) · OpenAlex
10 papers in scope · 10 published · 1 on the econ.EM arXiv · 27 citations · h-index 3 (over the papers listed here)
Papers (1 of 10)
Rational pricing of leveraged ETF expense ratios
published 2022 · Annals of Finance · 1 citations · first circulated 2021
UNIVERSAL RISK BUDGETING
published 2021 · Annals of Financial Economics
Cover’s Rebalancing Option with Discrete Hindsight Optimization
published 2021 · The Journal of Derivatives · 1 citations · first circulated 2019
A Note on Universal Bilinear Portfolios
published 2021 · International Journal of Financial Studies
published 2019 · International Journal of Financial Studies · 3 citations
Nash Bargaining Over Margin Loans to Kelly Gamblers
published 2019 · Risks · 1 citations
Exact Replication of the Best Rebalancing Rule in Hindsight
published 2019 · The Journal of Derivatives · 6 citations · first circulated 2018
Two resolutions of the margin loan pricing puzzle
published 2019 · Research in Economics · 2 citations
Game-Theoretic Optimal Portfolios for Jump Diffusions
published 2019 · Games · 5 citations · first circulated 2018
Game-theoretic optimal portfolios in continuous time
published 2018 · Economic Theory Bulletin · 8 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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