Concepedia

Dmitry Kramkov

DK

Statistics

Publications

19

Citations

2.5K

H-Index

16

Active since

1995

Affiliations

Carnegie Mellon University(Current)

Steklov Mathematical Institute

TU Wien

Dmitry Kramkov is an author at Carnegie Mellon University specializing in financial economics, economics, and finance.

ORCID

Publications per year

1995–2022

19

Publications

19

The asymptotic elasticity of utility functions and optimal investment in incomplete markets

Dmitry Kramkov, Walter Schachermayer · The Annals of Applied Probability · 1999 · 986 citations · Full text

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Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets

Dmitry Kramkov · Probability Theory and Related Fields · 1996 · 329 citations · Full text

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Necessary and sufficient conditions in the problem of optimal investment in incomplete markets

Dmitry Kramkov, Walter Schachermayer · The Annals of Applied Probability · 2003 · 235 citations · Full text

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Optional decompositions under constraints

Hans Föllmer, Dmitry Kramkov · Probability Theory and Related Fields · 1997 · 223 citations · Full text

, , +9

Large Financial Markets: Asymptotic Arbitrage and Contiguity

Yu. M. Kabanov, Dmitry Kramkov · Theory of Probability and Its Applications · 1995 · 91 citations

, , +14

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