Search Results
JEL Code: C73

211,795 Total downloads

Viewing: 1 - 50 of 1,794 papers

1.

Kelly Criterion for Multivariate Portfolios: A Model-Free Approach

Number of pages: 15 Posted: 02 May 2013 Last Revised: 30 Sep 2014
Working Paper Series
letYourMoneyGrow.com
Downloads 10,927
2.

Rational Decision-Making under Uncertainty: Observed Betting Patterns on a Biased Coin

Number of pages: 8 Posted: 25 Oct 2016
Working Paper Series
Elm Partners and Royal Bridge Capital
Downloads 7,795
3.

Cenni di Teoria dei Giochi - 1 (Elements of Game Theory - 1)

Number of pages: 21 Posted: 16 Apr 2013 Last Revised: 26 Apr 2018
Working Paper Series
University of Rome Sapienza
Downloads 3,635
4.

Barriere all'entrata: come calcolarle (Barriers to Entry: How to Compute Them)

Number of pages: 25 Posted: 12 May 2013 Last Revised: 16 May 2018
Working Paper Series
University of Rome Sapienza
Downloads 2,478
5.

Litigation Cost Strategies, Settlement Offers and Game Theory

Posted: 31 May 2007 Last Revised: 26 Jan 2011
Working Paper Series
University of Oxford - Saint Cross College
Downloads 2,208
6.

Tokenomics: Dynamic Adoption and Valuation

Columbia Business School Research Paper No. 18-46, 2nd Emerging Trends in Entrepreneurial Finance Conference, Finance Down Under 2019 Building on the Best from the Cellars of Finance
Number of pages: 38 Posted: 25 Apr 2018 Last Revised: 22 Oct 2018
Working Paper Series
University of Chicago - Booth School of Business, Ohio State University and Columbia Business School - Finance and Economics
Downloads 2,019
7.

Risk Constrained Dynamic Active Portfolio Management

Number of pages: 20 Posted: 29 Jun 2000
Working Paper Series
Columbia Business School
Downloads 1,827
8.

Algorithmic Trading with Model Uncertainty

Forthcoming: SIAM Journal on Financial Mathematics
Number of pages: 47 Posted: 15 Aug 2013 Last Revised: 05 Apr 2017
Accepted Paper Series
University of Oxford, University of Washington - Department of Applied Mathematics and University of Toronto - Department of Statistics
Downloads 1,715
9.

Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management

2-18-96
Number of pages: 38 Posted: 22 Jan 1997
Working Paper Series
Columbia Business School
Downloads 1,689
10.

Strategic Asset Allocation in Money Management

Journal of Finance, Forthcoming
Number of pages: 52 Posted: 03 Feb 2009 Last Revised: 31 May 2012
Accepted Paper Series
London Business School and ICEF, Higher School of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,662
11.

Optimal Trade Sizing in a Game with Favourable Odds: The Stock Market

Number of pages: 4 Posted: 02 Dec 2016 Last Revised: 05 Dec 2016
Working Paper Series
Elm Partners and Citigroup, Inc. - Citigroup Global Markets
Downloads 1,579
12.

The Origin of Behavior

Number of pages: 58 Posted: 15 Nov 2009 Last Revised: 23 Nov 2010
Working Paper Series
Harvard Law School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,544
13.

A Survey of Stackelberg Differential Game Models in Supply and Marketing Channels

Journal of Systems Science and Systems Engineering, Vol. 16, No. 4, pp. 385-413, December 2007
Number of pages: 29 Posted: 11 Dec 2007 Last Revised: 27 Mar 2014
Accepted Paper Series
University of North Carolina at Charlotte, University of California, Riverside (UCR), University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Austin - Red McCombs School of Business
Downloads 1,434
14.

The Theory of Collusion Under Financial Constraints

Number of pages: 22 Posted: 09 Aug 2006
Working Paper Series
Osaka University - Graduate School of Economics
Downloads 1,428
15.

A Dynamic Institutional Theory of International Law

Buffalo Law Review, Vol. 51, 2003
Number of pages: 131 Posted: 01 Jan 2004
Accepted Paper Series
Villanova University - School of Law
Downloads 1,389
16.

Efficient Mechanism Design

Number of pages: 19 Posted: 27 Apr 1997
Working Paper Series
Penn State University and Hebrew University of Jerusalem - Center for the Study of Rationality
Downloads 1,320
17.

Obviously Strategy-Proof Mechanisms

Number of pages: 62 Posted: 06 Feb 2015 Last Revised: 27 Aug 2017
Working Paper Series
Harvard University - Society of Fellows
Downloads 1,238
18.

Social Norms and the Enforcement of Laws

Stanford Law and Economics Olin Working Paper No. 466
Number of pages: 45 Posted: 03 Aug 2014 Last Revised: 02 Feb 2016
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and Stanford University - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 1,192
19.

Bandit Problems

Cowles Foundation Discussion Paper No. 1551
Number of pages: 16 Posted: 19 Jan 2006
Working Paper Series
Yale University - Cowles Foundation - Department of Economics and Helsinki School of Economics
Downloads 1,133
20.

What's Past is Not Prologue

Number of pages: 5 Posted: 08 Aug 2018
Working Paper Series
Elm Partners, Elm Partners and Elm Partners
Downloads 1,115
21.

The Effect of Affect on Economic and Strategic Decision Making

USC CLEO Research Paper No. C01-5
Number of pages: 22 Posted: 11 Jan 2000
Working Paper Series
University of California, Berkeley and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 1,023
22.

Repeated Cooperation with Outside Options

Number of pages: 52 Posted: 12 Feb 2008 Last Revised: 20 Dec 2011
Working Paper Series
Keio University - Faculty of Economics and Osaka University - Graduate School of Economics
Downloads 978
23.

Full Surplus Extraction and within-period Ex Post Implementation in Dynamic Environments

Theoretical Economics, 14 (1), 2019
Number of pages: 41 Posted: 23 Jan 2014 Last Revised: 21 Feb 2019
Accepted Paper Series
Stanford University, Department of Economics
Downloads 970
24.

Integrated Marketing Communications in Markets with Uncertainty and Competition

Automatica, Vol. 45, pp. 601-610, 2009
Number of pages: 37 Posted: 28 Jan 2007 Last Revised: 25 Sep 2010
Accepted Paper Series
University of California, Riverside (UCR) and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 938
25.

An Evolutionary Quantum Game Model of Financial Market Dynamics - Theory and Evidence

Number of pages: 80 Posted: 23 Apr 2007
Working Paper Series
Instituto Superior de Ciências Sociais e Políticas (ISCSP) and University Institute of Lisbon (IUL) - School of Business
Downloads 930
26.

A Sharper Lens for Sizing Up Nickels and Steamrollers

Number of pages: 3 Posted: 23 Nov 2016 Last Revised: 08 Aug 2018
Working Paper Series
Elm Partners and Elm Partners
Downloads 913
27.

Optimal Contracts Under Moral Hazard and Adverse Selection: A Continuous-Time Approach

EFA 2001 Barcelona Meetings
Number of pages: 51 Posted: 05 Jul 2001
Working Paper Series
Ajou University
Downloads 886
28.

Liquidity and Information in Limit Order Markets

Number of pages: 63 Posted: 19 Oct 2008 Last Revised: 28 Feb 2019
Working Paper Series
HEC Paris - Finance Department
Downloads 853
29.

What Our Market Return Forecasts Really Mean: Convexity in Equity Returns and its Implications for Investment Sizing

Number of pages: 8 Posted: 10 Feb 2017 Last Revised: 13 Feb 2017
Working Paper Series
Elm Partners and Elm Partners
Downloads 850
30.

Strategic Merger Waves: A Theory of Musical Chairs

Number of pages: 29 Posted: 11 Mar 2003
Working Paper Series
University of Cambridge - Faculty of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 828
31.

Credit Rating and Competition

22nd Australasian Finance and Banking Conference 2009, AFA 2011 Denver Meetings Paper
Number of pages: 44 Posted: 21 Mar 2010 Last Revised: 02 Aug 2012
Working Paper Series
School of Economics and Finance, Queen Mary University of London, International Monetary Fund (IMF) and Bank of England
Downloads 819
32.

When (If Ever) Has it Paid to Wait for a Stock Market Correction?

Number of pages: 3 Posted: 26 Sep 2017 Last Revised: 26 Sep 2017
Working Paper Series
Elm Partners and Elm Partners
Downloads 804
33.

A Model of Dynamic Compensation and Capital Structure

AFA 2009 San Francisco Meetings Paper, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 40 Posted: 18 Mar 2008 Last Revised: 15 Jul 2010
Working Paper Series
University of Chicago - Finance
Downloads 802
34.

History, Expectations, and Leadership in the Evolution of Social Norms

MIT Department of Economics Working Paper No. 11-10
Number of pages: 60 Posted: 13 May 2011 Last Revised: 19 Sep 2014
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and Stanford University - Department of Economics
Downloads 796
35.

Building Brand Awareness in Dynamic Oligopoly Markets

Management Science, Vol. 54, No. 1, pp. 129-138, January 2008
Number of pages: 22 Posted: 06 Feb 2008 Last Revised: 08 May 2014
Accepted Paper Series
University of California, Davis, University of California, Riverside (UCR) and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 768
36.

An Information-Based Theory of Time-Varying Liquidity

Journal of Finance, 2016, 71(2), 809-870
Number of pages: 67 Posted: 16 Jun 2013 Last Revised: 31 Mar 2016
Accepted Paper Series
University of Colorado, Boulder and University of California, Berkeley - Haas School of Business
Downloads 742
37.

Sequential Estimation of Dynamic Discrete Games

Econometrica, Vol. 75, No. 1
Number of pages: 52 Posted: 20 Jun 2004 Last Revised: 30 Oct 2016
Accepted Paper Series
University of Toronto - Department of Economics and Centro de Estudios Monetarios y Financieros (CEMFI)
Downloads 728
38.

Optimal Advertising and Promotion Budgets in Dynamic Markets with Brand Equity as a Mediating Variable

Management Science, Forthcoming
Number of pages: 41 Posted: 03 Jul 2006
Accepted Paper Series
The Stephen M. Ross School of Business at the University of Michigan and Purdue University
Downloads 705
39.

Leniency and Damages

Number of pages: 37 Posted: 20 Feb 2015 Last Revised: 10 Oct 2016
Working Paper Series
Laboratorio di economia, antitrust, regolamentazione (LEAR), Economics Department, University College Dublin and Stockholm School of Economics (SITE)

Multiple version iconThere are 2 versions of this paper

Downloads 703
40.

Optimal Execution with a Price Limiter

RISK, July 2014
Number of pages: 11 Posted: 13 Jan 2013 Last Revised: 27 Apr 2015
Accepted Paper Series
University of Toronto - Department of Statistics and The Fields Institute for Mathematical Sciences
Downloads 696
41.

Waiting for News in the Market for Lemons

Econometrica, Vol. 80, No. 4 (July, 2012), 1433–1504.,
Number of pages: 66 Posted: 04 May 2011 Last Revised: 14 Feb 2013
Accepted Paper Series
University of Colorado, Boulder and University of California, Berkeley - Haas School of Business
Downloads 686
42.

The Blockchain Folk Theorem

Swiss Finance Institute Research Paper No. 17-75
Number of pages: 71 Posted: 25 Jan 2018
Working Paper Series
University of Toulouse 1 - Toulouse School of Economics (TSE), Universite de Toulouse - (IDEI - CRG), McGill University - Desautels Faculty of Management and TSE-University of Toulouse 1
Downloads 684
43.

Bargaining and News

Number of pages: 54 Posted: 20 Apr 2016 Last Revised: 30 Aug 2018
Working Paper Series
University of Colorado, Boulder and University of California, Berkeley - Haas School of Business
Downloads 665
44.

A Theory of IPO Waves

Number of pages: 36 Posted: 18 Mar 2005
Working Paper Series
Tsinghua University, SEM

Multiple version iconThere are 2 versions of this paper

Downloads 661
45.

More Order with Less Law: On Contract Enforcement, Trust and Crowding

KSG Working Paper No. 00-009
Number of pages: 44 Posted: 19 Jul 2000
Working Paper Series
Harvard University - Harvard Kennedy School (HKS), CREMA and University College London - Department of Economics
Downloads 655
46.

Non-Clairvoyant Dynamic Mechanism Design

Number of pages: 61 Posted: 23 Nov 2016 Last Revised: 02 Nov 2018
Working Paper Series
Google Inc., Google Inc., Tsinghua University and Google Inc.
Downloads 653
47.

Stochastic Differential Portfolio Games

Number of pages: 27 Posted: 03 Sep 1998
Working Paper Series
Columbia Business School
Downloads 647
48.

Persuading the Principal to Wait

Stanford University Graduate School of Business Research Paper No. 16-20
Number of pages: 35 Posted: 20 Apr 2016 Last Revised: 27 Aug 2018
Working Paper Series
University of Rochester - Simon Business School, Stanford University - Stanford Graduate School of Business and University of Rochester - Simon Business School
Downloads 599
49.

Informed Traders and Limit Order Markets

Number of pages: 44 Posted: 29 Sep 2006 Last Revised: 12 Feb 2008
Working Paper Series
University of Rochester - Simon School of Business, University of California, Berkeley - Finance Group and Stephen M. Ross School of Business, University of Michigan
Downloads 591
50.

Learning to Respond: The Use of Heuristics in Dynamic Games

Number of pages: 24 Posted: 27 Jun 2003
Working Paper Series
University of Connecticut Department of Economics
Downloads 582