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~person:"Garivaltis, Alex"
~type_genre:"Article in journal"
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Continuous-time Kelly rule
2
Arbitrage pricing
1
Bank lending
1
Constant rebalanced portfolios
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Credit
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Game theory
1
Interest margin
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Interest rate
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Garivaltis, Alex
Cui, Zhenyu
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Nowman, Kalid Ben
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Economic theory bulletin
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Research in economics : an international review of economics
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Game-theoretic optimal portfolios in
continuous
time
Garivaltis, Alex
- In:
Economic theory bulletin
7
(
2019
)
2
,
pp. 235-243
Persistent link: https://www.econbiz.de/10012203328
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2
Two resolutions of the margin loan pricing puzzle
Garivaltis, Alex
- In:
Research in economics : an international review of economics
73
(
2019
)
2
,
pp. 199-207
Persistent link: https://www.econbiz.de/10012305936
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