Aaron Brown

New York University (NYU) - Courant Institute of Mathematical Sciences

New York University

New York, NY 10012

United States

AQR Capital Management, LLC

Greenwich, CT

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 443

SSRN RANKINGS

Top 443

in Total Papers Downloads

59,139

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Pulling the Goalie: Hockey and Investment Implications

Number of pages: 13 Posted: 08 Mar 2018 Last Revised: 08 Oct 2018
Clifford S. Asness and Aaron Brown
AQR Capital Management, LLC and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 55,469 (25)

Abstract:

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Behavioral Finance, Portfolio and Risk Management, Hockey, Goalie Pull, Sports Economics

2.

Toil and Trouble, Don't Get Burned Shorting Bubbles

Number of pages: 11 Posted: 19 Mar 2021
Aaron Brown and Richard Dewey
New York University (NYU) - Courant Institute of Mathematical Sciences and Royal Bridge Capital
Downloads 1,330 (19,384)

Abstract:

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bubbles, short trading, limits of arbitrage, The Big Short, subprime mortgages, credit convexity

3.

Bill Gross' Alpha: The King Versus the Oracle

Number of pages: 19 Posted: 19 Apr 2019
Richard Dewey and Aaron Brown
Royal Bridge Capital and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 1,310 (19,834)

Abstract:

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4.

Optimal Betting Strategy with Uncertain Payout and Opportunity Limits

Number of pages: 13 Posted: 07 Apr 2017
Aaron Brown
New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 692 (48,927)
Citation 1

Abstract:

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Kelly criterion, gambling, betting, optimal strategy, risk, uncertainty

5.

Rationality and Risk Intelligence in Binary Betting

Number of pages: 17 Posted: 02 Jul 2013
Raph Di Guisto, Aaron Brown and Nick Maughan
Cayetano Gaming, New York University (NYU) - Courant Institute of Mathematical Sciences and Cayetano Gaming
Downloads 338 (116,332)

Abstract:

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Betting, Financial betting, risk intelligence, bet sizing, betting rationality, binary bets