Philip Maymin

Fairfield University - Charles F. Dolan School of Business

N. Benson Road

Fairfield, CT 06824

United States

Athletes Unlimited

888 7th Avenue

New York, NY 10106

United States

  • Fairfield University - Charles F. Dolan School of Business

  • Athletes Unlimited

SCHOLARLY PAPERS

30

DOWNLOADS
Rank 3,812

SSRN RANKINGS

Top 3,812

in Total Papers Downloads

19,722

TOTAL CITATIONS

13

Scholarly Papers (30)

Actions:
Email selected abstracts
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
Fairfield University - Charles F. Dolan School of Business
Downloads 6,581 (2,351)

Abstract:

Loading...

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
Fairfield University - Charles F. Dolan School of Business
Downloads 2,003 (16,700)

Abstract:

Loading...

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
Fairfield University - Charles F. Dolan School of Business
Downloads 1,869 (18,683)

Abstract:

Loading...

4.

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, Fairfield University - Charles F. Dolan School of Business and affiliation not provided to SSRN
Downloads 1,478 (26,692)
Citation 4

Abstract:

Loading...

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

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, Fairfield University - Charles F. Dolan School of Business and affiliation not provided to SSRN
Downloads 1,104 (40,974)
Citation 2

Abstract:

Loading...

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

6.

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
Fairfield University - Charles F. Dolan School of Business and Independent
Downloads 752 (69,364)

Abstract:

Loading...

trading strategy, conditional, portfolio management, optimal, indicators

7.

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
Fairfield University - Charles F. Dolan School of Business and Quent Capital, LLC
Downloads 723 (73,055)

Abstract:

Loading...

behavioral, trading, mutual funds, momentum, investor returns

8.

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
Fairfield University - Charles F. Dolan School of Business
Downloads 588 (95,050)
Citation 3

Abstract:

Loading...

algorithmic, NBA, basketball, acceleration, plays

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
Fairfield University - Charles F. Dolan School of Business and Independent
Downloads 575 (97,809)

Abstract:

Loading...

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

10.

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 Maymin
Fairfield University - Charles F. Dolan School of Business, Independent and Independent
Downloads 489 (119,309)

Abstract:

Loading...

11.

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, Fairfield University - Charles F. Dolan School of Business and affiliation not provided to SSRN
Downloads 422 (142,183)

Abstract:

Loading...

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

12.

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
Fairfield University - Charles F. Dolan School of Business
Downloads 422 (142,183)

Abstract:

Loading...

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

13.

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
Fairfield University - Charles F. Dolan School of Business
Downloads 380 (160,090)

Abstract:

Loading...

14.

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
Fairfield University - Charles F. Dolan School of Business
Downloads 364 (167,976)

Abstract:

Loading...

bubbles, bailout, government, propping up, intervention

15.

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
Fairfield University - Charles F. Dolan School of Business
Downloads 362 (169,033)

Abstract:

Loading...

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

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
Fairfield University - Charles F. Dolan School of Business
Downloads 263 (236,800)

Abstract:

Loading...

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
Fairfield University - Charles F. Dolan School of Business and Independent
Downloads 261 (238,565)

Abstract:

Loading...

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
Fairfield University - Charles F. Dolan School of Business
Downloads 213 (290,772)

Abstract:

Loading...

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

19.

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
Fairfield University - Charles F. Dolan School of Business and National University of Singapore (NUS)
Downloads 147 (403,465)

Abstract:

Loading...

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

20.

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
Fairfield University - Charles F. Dolan School of Business
Downloads 137 (426,578)
Citation 1

Abstract:

Loading...

determinism, complexity, regulation, bubbles, crashes

21.

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
Fairfield University - Charles F. Dolan School of Business
Downloads 115 (488,159)

Abstract:

Loading...

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

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
Fairfield University - Charles F. Dolan School of Business
Downloads 100 (540,040)
Citation 1

Abstract:

Loading...

complexity, representative investor, deterministic, behavioural

23.

Hurricane Maria Did Not Kill 3,000 Puerto Ricans: The Flaw in the Milken/GWU Report

Number of pages: 3 Posted: 10 Oct 2018
Philip Maymin and Zakhar Maymin
Fairfield University - Charles F. Dolan School of Business and Independent
Downloads 90 (577,631)

Abstract:

Loading...

Puerto Rico, Probability, Logic, Flaw, Mistake, Storm

24.

Self-Imposed Limits of Arbitrage

Downloads 76 (637,161)
Citation 2

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
Fairfield University - Charles F. Dolan School of Business
Downloads 76 (647,117)
Citation 2

Abstract:

Loading...

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
Fairfield University - Charles F. Dolan School of Business

Abstract:

Loading...

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

25.

Applying Athletes Unlimited Softball Scoring to MLB Baseball: Team Parity and Individual Performance

Number of pages: 13 Posted: 21 Jul 2020
Soham Mahabaleshwarkar and Philip Maymin
affiliation not provided to SSRN and Fairfield University - Charles F. Dolan School of Business
Downloads 75 (641,622)

Abstract:

Loading...

athletes unlimited, softball, baseball, baseball scoring, softball scoring, parity, team parity, sports analytics, major league baseball, mlb

26.

Mutual Fund Outperformance and Growth

Journal of Investment Management (JOIM), Second Quarter 2014, NYU Tandon Research Paper No. 2441339
Number of pages: 6 Posted: 16 Nov 2014 Last Revised: 18 Jan 2018
Gregg S. Fisher, Philip Maymin and Zakhar Maymin
Quent Capital, LLC, Fairfield University - Charles F. Dolan School of Business and Independent
Downloads 73 (651,191)

Abstract:

Loading...

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

27.

Parity in Athletes Unlimited Softball

Number of pages: 15 Posted: 14 Jul 2020
Philip Maymin
Fairfield University - Charles F. Dolan School of Business
Downloads 60 (718,364)

Abstract:

Loading...

softball, scoring, parity, team parity, individual parity

28.

Preventing Emotional Investing: An Added Value of an Investment Advisor

Journal of Wealth Management, Spring 2011, Forthcoming, NYU Poly Research Paper , https://doi.org/10.3905/jwm.2011.13.4.034
Posted: 06 Nov 2019
Philip Maymin and Gregg S. Fisher
Fairfield University - Charles F. Dolan School of Business and Quent Capital, LLC

Abstract:

Loading...

behavioral, investment advisor, individual investors, trading

29.

Momentum's Hidden Sensitivity to the Starting Day

Journal of Investing, Summer 2014, Vol. 23, Number 2, https://doi.org/10.3905/joi.2014.23.2.114
Posted: 21 May 2019
Philip Maymin, Zakhar Maymin and Gregg S. Fisher
Fairfield University - Charles F. Dolan School of Business, Independent and Quent Capital, LLC

Abstract:

Loading...

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

30.

Risk Parity Optimality

https://doi.org/10.3905/jpm.2015.41.2.042
Posted: 20 May 2019
Gregg S. Fisher, Philip Maymin and Zakhar Maymin
Quent Capital, LLC, Fairfield University - Charles F. Dolan School of Business and Independent

Abstract:

Loading...

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