Dr. Foivos Xanthos

Assistant Professor, Department of Mathematics

Publications and Preprints


  • A Local Hahn-Banach Theorem and Its Applications, with N. Gao and D. H. Leung arXiv:1809.01795.
  • Closedness of convex sets in Orlicz spaces with applications to dual representation of risk measures, with N. Gao and D. H. Leung arXiv:1610.08806.

  • Published and forthcoming papers in peer-reviewed journals

  • The strong Fatou property of risk measures, with S. Chen and N. Gao , Dependence Modeling, to appear. arXiv:1805.05259.
  • Fatou Property, representations, and extensions of law-invariant risk measures on general Orlicz spaces, with N. Gao, D. H. Leung and Cosimo Munari , Finance Stoch., 22, no. 2 (2018): 395-415. arXiv:1701.05967.
  • Duality for unbounded order convergence and applications, with N. Gao and D. H. Leung, Positivity, 22, no. 3 (2018): 711-725. arXiv:1705.06143.
  • Option spanning beyond Lp-models, with N. Gao, Math Finan Econ, 11 (2017), 3, 383–391. arXiv:1603.01288.
  • On the C-property and w*-representations of risk measures, with N. Gao, Math. Finance, 28, no. 2 (2018): 748-754. arXiv:1511.03159.
  • Uo-convergence and its applications to Cesàro means in Banach lattices, with N. Gao and V.G. Troitsky, Israel J. Math., 220 (2017), 2, 649–689. arXiv:1509.07914.
  • Spaces of regular abstract martingales, with V.G. Troitsky, J. Math. Anal. Appl., 434 (2016), no. 2, 1753–1761. [link]
  • A version of Kalton's theorem for the space of regular operators, Collect. Math. , 66(1), 55-62, 2015. [link]
  • Non existence of weakly Pareto optimal allocations, Econ Theory Bull, 2: 137-146, 2014. [link]
  • A note on the equilibrium theory of economies with asymmetric information, J. Math. Econ., 55: 1-3, 2014. [link]
  • Unbounded order convergence and application to martingales without probability, with N. Gao, J. Math. Anal. Appl., 415(2), 931-947, 2014. [link]
  • Reflexive cones, with E. Casini, E. Miglierina, I.A. Polyrakis, Positivity, 17(3), 911-933, 2013. [link]
  • Grothendieck ordered Banach spaces with an interpolation property, with I.A. Polyrakis, Proc. Amer. Math. Soc. , 141(5), 1651-1661, 2013. [link]
  • Nonreplication of options, with C. Kountzakis, I.A. Polyrakis, Math. Finance,, 22(3), 569-584 , 2012. [link]
  • Cone characterization of Grothendieck spaces and Banach spaces containing c0, with I.A. Polyrakis, Positivity, 15(4), 677-693, 2011. [link]
  • Maximal submarkets that replicate any option, with I.A. Polyrakis, Ann. Finance, 7(3), 407-423, 2011. [link]
  • Numerical solution of stochastic differential equations with additive noise by Runge-Kutta methods, with I. Famelis and G. Papageorgiou, J. Numer. Anal. Indust. Appl. Math, 4(3-4), 171-180, 2009. [link]