Philip Maymin

University of Bridgeport - School of Business

126 Park Avenue

Bridgeport, CT 06601

United States

Vantage Sports

United States

SCHOLARLY PAPERS

27

DOWNLOADS
Rank 1,292

SSRN RANKINGS

Top 1,292

in Total Papers Downloads

17,698

CITATIONS
Rank 25,462

SSRN RANKINGS

Top 25,462

in Total Papers Citations

10

Scholarly Papers (27)

1.

Markets are Efficient if and Only if P = NP

Algorithmic Finance, Vol. 1, No. 1, 2011, NYU Poly Research Paper
Number of pages: 12 Posted: 01 Mar 2011
Philip Maymin
University of Bridgeport - School of Business
Downloads 5,761 (839)

Abstract:

algorithmic finance, efficiency, complexity, computation, P, NP

2.

Music and the Market: Song and Stock Volatility

Number of pages: 29 Posted: 05 Nov 2008 Last Revised: 12 Oct 2011
Philip Maymin
University of Bridgeport - School of Business
Downloads 1,627 (7,154)

Abstract:

music, complexity, volatility, billboard, strategy, behavioral

3.

The Automated General Manager: An Unbiased, Backtested Algorithmic System for Drafts, Trades, and Free Agency that Outperforms Human Front Offices

Number of pages: 13 Posted: 24 Apr 2014 Last Revised: 03 Jul 2015
Philip Maymin
University of Bridgeport - School of Business
Downloads 1,381 (8,241)

Abstract:

4.

Risk Parity Optimality

Number of pages: 26 Posted: 15 Jan 2013 Last Revised: 28 Mar 2013
Gregg S. Fisher, Philip Maymin and Zakhar Maymin
Gerstein Fisher, University of Bridgeport - School of Business and Independent
Downloads 844 (13,996)

Abstract:

portfolio, risk parity, minimax, game theory, optimal, tangency, mean variance, maximin, Sharpe ratio

5.

How Much Trouble is Early Foul Trouble? Strategically Idling Resources in the NBA

NYU Poly Research Paper
Number of pages: 24 Posted: 08 Jan 2011 Last Revised: 22 Feb 2012
Allan Maymin, Philip Maymin and Eugene Shen
AllianceBernstein, University of Bridgeport - School of Business and AllianceBernstein
Downloads 808 (21,377)

Abstract:

Basketball, Sports, NBA, Win Probability, Fouls, Foul Trouble, Strategic Idling

6.

NBA Chemistry: Positive and Negative Synergies in Basketball

International Journal of Computer Science in Sport, December 2013
Number of pages: 20 Posted: 30 Sep 2011 Last Revised: 11 Feb 2016
Allan Maymin, Philip Maymin and Eugene Shen
AllianceBernstein, University of Bridgeport - School of Business and AllianceBernstein
Downloads 762 (21,423)

Abstract:

Synergies, chemistry, player rankings, mutually beneficial trades, intangibles, NBA

7.

Momentum's Hidden Sensitivity to the Starting Day

Journal of Investing, Forthcoming
Number of pages: 16 Posted: 31 Jul 2011 Last Revised: 17 Jun 2013
Philip Maymin, Zakhar Maymin and Gregg S. Fisher
University of Bridgeport - School of Business, Independent and Gerstein Fisher
Downloads 616 (25,878)

Abstract:

momentum, portfolio management, sensitivity, risk, initial conditions, starting day

8.

Past Performance is Indicative of Future Beliefs

Risk and Decision Analysis, Forthcoming, NYU Poly Research Paper
Number of pages: 12 Posted: 26 Jan 2011 Last Revised: 29 Apr 2011
Philip Maymin and Gregg S. Fisher
University of Bridgeport - School of Business and Gerstein Fisher
Downloads 574 (33,907)

Abstract:

behavioral, trading, mutual funds, momentum, investor returns

9.

Any Regulation of Risk Increases Risk

Financial Markets and Portfolio Management, Forthcoming
Number of pages: 25 Posted: 11 Apr 2010 Last Revised: 22 Apr 2012
Philip Maymin and Zakhar Maymin
University of Bridgeport - School of Business and Independent
Downloads 497 (42,048)
Citation 1

Abstract:

regulation, crisis, portfolio management, value-at-risk, risk

10.

Constructing the Best Trading Strategy: A New General Framework

Number of pages: 33 Posted: 28 Jul 2011 Last Revised: 12 Oct 2011
Philip Maymin and Zakhar Maymin
University of Bridgeport - School of Business and Independent
Downloads 494 (37,891)

Abstract:

trading strategy, conditional, portfolio management, optimal, indicators

11.

Prospect Theory and Fat Tails

Risk and Decision Analysis, Vol. 1, No. 3, pp. 187-195, 2009
Number of pages: 21 Posted: 08 May 2009 Last Revised: 30 Jun 2009
Philip Maymin
University of Bridgeport - School of Business
Downloads 349 (64,318)
Citation 1

Abstract:

prospect theory, loss aversion, kurtosis, skewness, autocorrelation, fat tails

12.

The Hazards of Propping Up: Bubbles and Chaos

The International Journal of Business and Finance Research, Vol. 3, No. 2, pp. 83-93, 2009
Number of pages: 11 Posted: 12 Oct 2008 Last Revised: 30 Jan 2010
Philip Maymin
University of Bridgeport - School of Business
Downloads 321 (74,666)
Citation 1

Abstract:

bubbles, bailout, government, propping up, intervention

13.

Preventing Emotional Investing: An Added Value of an Investment Advisor

Journal of Wealth Management, Spring 2011, Forthcoming, NYU Poly Research Paper
Number of pages: 14 Posted: 11 Sep 2010 Last Revised: 02 Jan 2011
Philip Maymin and Gregg S. Fisher
University of Bridgeport - School of Business and Gerstein Fisher
Downloads 298 (70,387)
Citation 1

Abstract:

behavioral, investment advisor, individual investors, trading

14.

Self-Imposed Limits to Arbitrage

Journal of Applied Finance, Forthcoming
Number of pages: 50 Posted: 01 Feb 2008 Last Revised: 13 Apr 2011
Philip Maymin
University of Bridgeport - School of Business
Downloads 287 (78,992)
Citation 1

Abstract:

limits to arbitrage, dual shares, arbitrage, Royal Dutch-Shell, pairs, HSBC

15.

Individual Factors of Successful Free Throw Shooting

Journal of Quantitative Analysis in Sports, Forthcoming.
Number of pages: 15 Posted: 22 Oct 2011 Last Revised: 13 Jul 2012
Allan Maymin, Philip Maymin and Eugene Shen
AllianceBernstein, University of Bridgeport - School of Business and AllianceBernstein
Downloads 254 (83,287)
Citation 1

Abstract:

Free Throws, Physics, Trajectories, Shooting, Optimal, NBA

16.

The Minimal Model of Financial Complexity

Quantitative Finance, Forthcoming
Number of pages: 16 Posted: 17 Mar 2008 Last Revised: 15 Jun 2016
Philip Maymin
University of Bridgeport - School of Business
Downloads 215 (110,889)
Citation 3

Abstract:

finance, complexity, security prices, deterministic, NKS, process

17.

Maimonides Risk Parity

Quantitative Finance Letters, Forthcoming
Number of pages: 10 Posted: 20 Oct 2013
Philip Maymin and Zakhar Maymin
University of Bridgeport - School of Business and Independent
Downloads 174 (125,096)

Abstract:

18.

Metanoia and the Market

Advances in Behavioral Finance and Economics, Vol. 1, No. 1, pp. 27-42, Winter 2011
Number of pages: 25 Posted: 14 Oct 2008 Last Revised: 07 Mar 2011
Philip Maymin
University of Bridgeport - School of Business
Downloads 164 (135,429)

Abstract:

behavioral, law of one price, irrational, mispricing, arbitrage

19.

Acceleration in the NBA: Towards an Algorithmic Taxonomy of Basketball Plays

MIT Sloan Sports Analytics Conference 2013
Number of pages: 7 Posted: 15 Jan 2013 Last Revised: 07 Mar 2013
Philip Maymin
University of Bridgeport - School of Business
Downloads 143 (86,622)

Abstract:

algorithmic, NBA, basketball, acceleration, plays

20.

The Iron Fist versus The Invisible Hand: Interventionism and Libertarianism in Environmental Economic Discourses

World Review of Entrepreneurship, Management and Sustainable Development, Forthcoming, NYU Poly Research Paper
Number of pages: 33 Posted: 10 Jun 2011 Last Revised: 17 Jun 2011
Philip Maymin and Tai Wei Lim
University of Bridgeport - School of Business and National University of Singapore (NUS)
Downloads 101 (203,823)

Abstract:

intervention, libertarianism, state, environment, free market, energy, innovation, climate change, efficiency, policy; pollution, welfare, economic, cellular automaton, model

21.

Regulation Simulation

European Journal of Finance and Banking Research, Vol. 2, No. 2, pp.1-12, 2009
Number of pages: 10 Posted: 21 Jul 2009
Philip Maymin
University of Bridgeport - School of Business
Downloads 99 (210,826)

Abstract:

determinism, complexity, regulation, bubbles, crashes

22.

Schizophrenic Representative Investors

Complex Systems (2013), Vol. 22, No. 1, pp. 61-73
Number of pages: 18 Posted: 27 Apr 2010 Last Revised: 14 Jul 2013
Philip Maymin
University of Bridgeport - School of Business
Downloads 65 (270,183)

Abstract:

complexity, representative investor, deterministic, behavioural

23.

A New Algorithmic Approach to Entangled Political Economy: Insights from the Simplest Models of Complexity

Forthcoming in Advances in Austrian Economics, 2014, Wirth Institute for Austrian and Central European Studies, University of Alberta 3rd Biennial Workshop on Austrian Economics, September 15, 2012
Number of pages: 21 Posted: 25 Aug 2012 Last Revised: 28 Jun 2013
Philip Maymin
University of Bridgeport - School of Business
Downloads 48 (295,444)

Abstract:

algorithmic, economics, computational, complexity, quantum, minimal model

24.
Downloads 19 (439,830)

Self-Imposed Limits of Arbitrage

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 21, No. 2, 2011
Number of pages: 18 Posted: 24 Nov 2015
Philip Maymin
University of Bridgeport - School of Business
Downloads 19 (455,361)
Citation 1

Abstract:

Self-Imposed Limits of Arbitrage

Journal of Applied Finance, Volume 21, Issue 2, pp. 88-105, Fall/Winter 2011
Posted: 07 Aug 2012
Philip Maymin
University of Bridgeport - School of Business

Abstract:

Arbitrage, HSBC, self-imposed limits to arbitrage, Relative Volume, Relative Price, mispriced

25.

Behavioral Despair in the Talmud: New Solutions to Unsolved Millenium-Old Legal Problems

Forthcoming in the Asian Journal of Law and Economics
Number of pages: 13 Posted: 28 Feb 2016 Last Revised: 24 Mar 2017
Philip Maymin, Zakhar Maymin and Zina N. Maymin
University of Bridgeport - School of Business, Independent and Independent
Downloads 0 (64,763)

Abstract:

26.

Wage Against the Machine: A Generalized Deep-Learning Market Test of Dataset Value

Number of pages: 11 Posted: 15 Dec 2015 Last Revised: 12 Feb 2016
Philip Maymin
University of Bridgeport - School of Business
Downloads 0 (108,048)

Abstract:

27.

Mutual Fund Outperformance and Growth

Journal of Investment Management (JOIM), Second Quarter 2014
Posted: 16 Nov 2014
Gregg S. Fisher, Philip Maymin and Zakhar Maymin
Gerstein Fisher, University of Bridgeport - School of Business and Independent

Abstract:

Mutual funds, alpha, outperformance, bench-marks, asset growth, NAV