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JEL Code: C73

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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 8,330
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 Pimco
Downloads 5,730
3.

Cenni di Teoria dei Giochi (Elements of Game Theory)

Number of pages: 35 Posted: 16 Apr 2013 Last Revised: 07 Apr 2017
Working Paper Series
University of Rome
Downloads 3,258
4.

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

Number of pages: 19 Posted: 12 May 2013 Last Revised: 03 May 2017
Working Paper Series
University of Rome
Downloads 2,137
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 1,986
6.

Risk Constrained Dynamic Active Portfolio Management

Number of pages: 20 Posted: 29 Jun 2000
Working Paper Series
Columbia Business School
Downloads 1,811
7.

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 1,662
8.

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 1,572
9.

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 1,487
10.

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 1,378
11.

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 Texas at Dallas - Naveen Jindal School of Management, University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Austin - Red McCombs School of Business
Downloads 1,365
12.

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, Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Toronto - Department of Statistics
Downloads 1,365
13.

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 1,350
14.

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 1,336
15.

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 1,114
16.

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 1,082
17.

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 993
18.

The Killing Game: Reputation and Knowledge in Non-Democratic Succession

Number of pages: 38 Posted: 04 May 2005
Working Paper Series
Northwestern University - Kellogg School of Management and University of Chicago - Irving B. Harris Graduate School of Public Policy Studies

Multiple version iconThere are 2 versions of this paper

Downloads 959
19.

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 958
20.

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 924
21.

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 Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 914
22.

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 888
23.

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 861
24.

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 858
25.

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 821
26.

A Sharper Lens for Sizing Up Nickels and Steamrollers

Number of pages: 3 Posted: 23 Nov 2016 Last Revised: 26 Jan 2017
Working Paper Series
Elm Partners and Elm Partners
Downloads 809
27.

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 - Booth School of Business, and NBER
Downloads 780
28.

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 780
29.

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
Catholic University of Portugal (UCP) Catolica Lisbon School of Business and Economics, International Monetary Fund (IMF) and Bank of England
Downloads 775
30.

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 Texas at Dallas - Naveen Jindal School of Management and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 740
31.

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 718
32.

Liquidity and Information in Order Driven Markets

Number of pages: 60 Posted: 19 Oct 2008 Last Revised: 26 Feb 2016
Working Paper Series
HEC Paris - Finance Department
Downloads 712
33.

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 693
34.

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

Number of pages: 56 Posted: 23 Jan 2014 Last Revised: 03 Aug 2017
Working Paper Series
Stanford University, Department of Economics, Students
Downloads 659
35.

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 645
36.

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 644
37.

Stochastic Differential Portfolio Games

Number of pages: 27 Posted: 03 Sep 1998
Working Paper Series
Columbia Business School
Downloads 640
38.

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 634
39.

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
Duke University - Fuqua School of Business and University of California, Berkeley - Haas School of Business
Downloads 627
40.

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 613
41.

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 578
42.

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 563
43.

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
Duke University - Fuqua School of Business and University of California, Berkeley - Haas School of Business
Downloads 556
44.

Accounting Earnings Processes, Inter-temporal Incentives and Their Implications for Valuation

Number of pages: 42 Posted: 28 Jun 2000
Working Paper Series
Rutgers University - Rutgers Business School - Newark and New Brunswick and University of Illinois at Chicago
Downloads 554
45.

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 544
46.

Diffusion and Contagion in Networks with Heterogeneous Agents and Homophily

Number of pages: 21 Posted: 29 Oct 2011 Last Revised: 13 Nov 2012
Working Paper Series
Stanford University - Department of Economics and Universidad Pablo de Olavide
Downloads 518
47.

Algorithmic and High Frequency Trading in Dynamic Limit Order Markets

Number of pages: 65 Posted: 11 Nov 2013 Last Revised: 05 Jun 2014
Working Paper Series
Banque de France
Downloads 510
48.

Robust Multi-Product Pricing

Number of pages: 45 Posted: 24 Dec 2007 Last Revised: 07 Apr 2008
Working Paper Series
National University of Singapore (NUS) - Department of Decision Sciences, University of California, Berkeley and Chulalongkorn University - Department of Banking & Finance
Downloads 493
49.

Dynamic Revenue Management in Airline Alliances

Tuck School of Business Working Paper No. 2008-46
Number of pages: 50 Posted: 18 Mar 2008 Last Revised: 15 Apr 2008
Working Paper Series
University of Rochester - Simon Business School, Simon Graduate School of Business, University of Rochester and Tuck School of Business at Dartmouth
Downloads 492
50.

Monte Carlo Bounds for Game Options Including Convertible Bonds

Number of pages: 24 Posted: 31 Mar 2010 Last Revised: 30 Nov 2010
Working Paper Series
University of Melbourne - Centre for Actuarial Studies and University of Melbourne - Centre for Actuarial Studies
Downloads 483