Dirk Paulsen

John Street Capital

London

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

516

SSRN CITATIONS

8

CROSSREF CITATIONS

2

Scholarly Papers (3)

Open Loop Equilibria and Perfect Competition in Option Exercise Games

Number of pages: 34 Posted: 31 May 2008 Last Revised: 13 Jan 2009
Kerry Back and Dirk Paulsen
Rice University - Jesse H. Jones Graduate School of Business and John Street Capital
Downloads 213 (157,889)
Citation 8

Abstract:

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real options, option exercise games, dynamic oligopoly, NPV rule, open loop equilibria, closed loop equilibria, singular control

Open-Loop Equilibria and Perfect Competition in Option Exercise Games

The Review of Financial Studies, Vol. 22, Issue 11, pp. 4531-4552, 2009
Posted: 08 Dec 2009
Kerry Back and Dirk Paulsen
Rice University - Jesse H. Jones Graduate School of Business and John Street Capital

Abstract:

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2.

Noise Fit, Estimation Error and a Sharpe Information Criterion

Number of pages: 48 Posted: 21 Feb 2016
Dirk Paulsen and Jakob Söhl
John Street Capital and Delft University of Technology - Delft Institute of Applied Mathematics (DIAM)
Downloads 173 (191,071)
Citation 1

Abstract:

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Model Selection, Sharpe Ratio, Akaike Information Criterion, AIC, Back-testing, Noisefit, Overfit, Estimation Error, Sharpe Ratio Information Criterion, SRIC

3.

Noise Fit, Estimation Error and a Sharpe Information Criterion

Number of pages: 38 Posted: 08 Mar 2017 Last Revised: 11 Dec 2019
Dirk Paulsen and Jakob Söhl
John Street Capital and Delft University of Technology - Delft Institute of Applied Mathematics (DIAM)
Downloads 130 (241,682)
Citation 2

Abstract:

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Model Selection, Sharpe Ratio, Akaike Information Criterion, AIC, Backtesting, Noise Fit, Overfit, Estimation Error, Sharpe Ratio Information Criterion, SRIC