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
16,105
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 Proven
Downloads
13,665
3.
Night Moves: Is the Overnight Drift the Grandmother of All Market Anomalies
Number of pages: 12
Posted: 30 Jun 2022
Working Paper Series
Elm Partners, Independent and Proven
Downloads
5,020
4.
Cenni di Teoria dei Giochi - 1 (Elements of Game Theory - 1)
Number of pages: 21
Posted: 16 Apr 2013
Last Revised: 26 Apr 2018
Working Paper Series
Sapienza University of Rome - Faculty of Economics
Downloads
4,130
5.
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, King's College London and University of Toronto - Department of Statistics
Downloads
2,904
6.
Litigation Cost Strategies, Settlement Offers and Game Theory
Posted: 31 May 2007
Last Revised: 26 Jan 2011
Working Paper Series
St Cross College - University of Oxford
Downloads
2,847
7.
Barriere all'entrata: come calcolarle (Barriers to Entry: How to Compute Them)
Number of pages: 23
Posted: 12 May 2013
Last Revised: 20 May 2020
Working Paper Series
Sapienza University of Rome - Faculty of Economics
Downloads
2,836
8.
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
2,672
9.
What's Past is Not Prologue
Number of pages: 5
Posted: 08 Aug 2018
Working Paper Series
Elm Partners, Elm Partners and Elm Partners
Downloads
2,057
10.
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
2,006
11.
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 RationalityPennsylvania State University, College of the Liberal Arts - Department of Economic
Downloads
1,950
12.
Risk Constrained Dynamic Active Portfolio Management
Management Science, 46, 9, 1188 - 1199, September 2000. (reprinted in The Kelly Capital Growth Investment Criterion, World Scientific 2010)
Number of pages: 20
Posted: 29 Jun 2000
Last Revised: 26 May 2022
Working Paper Series
Columbia University
Downloads
1,924
13.
Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management
Advances in Applied Probability 31, 551 - 577, 1999. (Reprinted in Foundations of Financial Economics, World Scientific, 2013)
Number of pages: 38
Posted: 22 Jan 1997
Last Revised: 26 May 2022
Working Paper Series
Columbia University
Downloads
1,917
14.
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 HSE University, International College of Economics and Finance (ICEF)
There are 2 versions of this paper
Strategic Asset Allocation in Money Management
Journal of Finance, Forthcoming
Number of pages: 52
Posted: 03 Feb 2009
Last Revised: 31 May 2012
Downloads
1,877
Strategic Asset Allocation in Money Management
CEPR Discussion Paper No. DP8457
Number of pages: 46
Posted: 20 Jul 2011
Downloads
3
Downloads
1,877
15.
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) - Laboratory for Financial Engineering
Downloads
1,845
16.
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: 14 May 2019
Accepted Paper Series
University of North Carolina at Charlotte, University of California, Riverside (UCR), University of Texas at Dallas - Naveen Jindal School of Management and University of Texas at Austin - McCombs School of Business
Downloads
1,644
17.
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
1,532
18.
Central Bank Digital Currencies: Motives, Economic Implications and the Research Frontier
Annual Review of Economics, Forthcoming
Number of pages: 30
Posted: 16 Sep 2021
Last Revised: 04 Nov 2021
Working Paper Series
Bank for International Settlements (BIS), Bank for International Settlements, Bank for International Settlements (BIS), University of Bern, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads
1,507
19.
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 - Charles Widger School of Law
Downloads
1,495
20.
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
There are 3 versions of this paper
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
Downloads
1,486
Social Norms and the Enforcement of Laws
MIT Department of Economics Working Paper No. 14-16
Number of pages: 45
Posted: 05 Aug 2014
Last Revised: 02 Feb 2016
Downloads
337
Social Norms and the Enforcement of Laws
NBER Working Paper No. w20369
Number of pages: 44
Posted: 11 Aug 2014
Last Revised: 27 Feb 2022
Downloads
67
Downloads
1,486
21.
Feedback and Contagion through Distressed Competition
Journal of Finance
Number of pages: 60
Posted: 05 Feb 2020
Last Revised: 09 Jan 2024
Accepted Paper Series
Massachusetts Institute of Technology, University of Pennsylvania - The Wharton School, The University of Hong Kong - University of Hong Kong and Hong Kong University of Science & Technology (HKUST)
There are 2 versions of this paper
Feedback and Contagion through Distressed Competition
Journal of Finance
Number of pages: 60
Posted: 05 Feb 2020
Last Revised: 09 Jan 2024
Downloads
1,482
Feedback and Contagion Through Distressed Competition
NBER Working Paper No. w30841
Number of pages: 61
Posted: 16 Jan 2023
Last Revised: 14 Apr 2023
Downloads
17
Downloads
1,482
22.
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
1,482
23.
The Equity Risk Premium: A Novel Perspective on the Past Fifty Years
Number of pages: 4
Posted: 23 Mar 2020
Working Paper Series
Elm Partners and Elm Partners
Downloads
1,459
24.
Frictions in Internet Auctions with Many Traders: A Counterexample
Economics Letters, Vol. 138, No. 1, 2016
Number of pages: 8
Posted: 02 Oct 2015
Last Revised: 02 Jun 2019
Accepted Paper Series
University of Miami Herbert Business School, Arizona State University (ASU) and Arizona State University (ASU) - Economics Department
Downloads
1,431
25.
The Blockchain Folk Theorem
Swiss Finance Institute Research Paper No. 17-75
Number of pages: 71
Posted: 25 Jan 2018
Working Paper Series
University of Toulouse 1 - Toulouse School of Economics (TSE), Universite de Toulouse - (IDEI - CRG), Toulouse School of Economics, University Toulouse Capitole (TSM-Research) and Toulouse School of Economics, University Toulouse Capitole (TSM-Research)
Downloads
1,405
26.
Corruption and Referee Bias in Football: The Case of Calciopoli
Number of pages: 37
Posted: 13 Feb 2012
Working Paper Series
Imperial College Business School, University of London, University of EssexUniversity of Messina and University of Messina - Institute of Economics and Finance
Downloads
1,302
27.
The Effect of Affect on Economic and Strategic Decision Making
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
1,243
28.
Leniency and Damages
Number of pages: 45
Posted: 20 Feb 2015
Last Revised: 10 Oct 2016
Working Paper Series
Laboratorio di economia, antitrust, regolamentazione (LEAR), Technological University Dublin and University of Rome Tor Vergata
Downloads
1,239
29.
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: 06 Sep 2019
Working Paper Series
Elm Partners and Elm Partners
Downloads
1,172
30.
Fast and Slow Optimal Trading with Exogenous Information
Number of pages: 67
Posted: 26 Jun 2023
Last Revised: 13 Jan 2024
Working Paper Series
University of Oxford, Imperial College London - Department of Mathematics and Imperial College London - Department of Mathematics
Downloads
1,171
31.
Competition, Profitability, and Discount Rates
Journal of Financial Economics (JFE), Forthcoming, The Rodney L. White Center Working Papers Series at the Wharton School, The Jacobs Levy Equity Management Center for Quantitative Financial Research Working Papers Series, Mays Business School Research Paper, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 74
Posted: 14 Jan 2019
Last Revised: 28 Jun 2021
Accepted Paper Series
University of Pennsylvania - The Wharton School, Hong Kong University of Science & Technology (HKUST) and Texas A&M University
Downloads
1,129
32.
Full Surplus Extraction and within-period Ex Post Implementation in Dynamic Environments
Theoretical Economics, 14 (1), 2019
Number of pages: 41
Posted: 23 Jan 2014
Last Revised: 21 Feb 2019
Accepted Paper Series
University of Tokyo - Faculty of Economics
Downloads
1,103
33.
Optimal Accelerated Share Repurchase
Number of pages: 34
Posted: 27 Nov 2013
Last Revised: 04 Jun 2017
Working Paper Series
University of Toronto - Department of Statistics, The Fields Institute for Mathematical Sciences and BMO Capital Markets
Downloads
1,086
34.
Bargaining and News
American Economic Review, Vol. 110 No. 2 February 2020
Number of pages: 59
Posted: 20 Apr 2016
Last Revised: 30 Mar 2021
Accepted Paper Series
Johns Hopkins University and Washington University in St. Louis - John M. Olin Business School
Downloads
1,085
35.
Non-Clairvoyant Dynamic Mechanism Design
Econometrica, Vol. 88, No. 5
Number of pages: 65
Posted: 23 Nov 2016
Last Revised: 05 Oct 2020
Accepted Paper Series
Google Research, Google Inc., Tsinghua University and Google Research
Downloads
1,084
36.
'We Haven’t Got But One More Day': The Cuban Missile Crisis as a Dynamic Chicken Game
Number of pages: 30
Posted: 24 Jun 2019
Last Revised: 25 Nov 2019
Working Paper Series
Princeton University - Department of Economics, Duke University - Fuqua School of Business and Wellesley College - Department of Economics
Downloads
1,082
37.
An Evolutionary Quantum Game Model of Financial Market Dynamics - Theory and Evidence
Number of pages: 80
Posted: 23 Apr 2007
Working Paper Series
Lusophone University of Humanities and Technologies and University Institute of Lisbon (IUL) - School of Business
Downloads
1,074
38.
Liquidity and Information in Limit Order Markets
Journal of Financial and Quantitative Analysis, Vol. 55, Sep. 2021, pp. 1792-1839
Number of pages: 63
Posted: 19 Oct 2008
Last Revised: 16 Mar 2021
Accepted Paper Series
HEC Paris - Finance Department
Downloads
1,059
39.
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
1,042
40.
Machine Learning for Dynamic Incentive Problems
Number of pages: 65
Posted: 13 Nov 2018
Last Revised: 19 Jan 2025
Working Paper Series
Lancaster University and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads
1,038
41.
A Sharper Lens for Sizing Up Nickels and Steamrollers
Number of pages: 3
Posted: 23 Nov 2016
Last Revised: 08 Aug 2018
Working Paper Series
Elm Partners and Elm Partners
Downloads
1,029
42.
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
School of Economics and Finance, Queen Mary University of London, International Monetary Fund (IMF) and Bank of England
Downloads
1,027
43.
Persuading the Principal to Wait
Stanford University Graduate School of Business Research Paper No. 16-20
Number of pages: 37
Posted: 20 Apr 2016
Last Revised: 28 Sep 2019
Working Paper Series
University of Wisconsin School of Business, Stanford University - Stanford Graduate School of Business and University of Rochester - Simon Business School
Downloads
1,018
44.
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
1,011
45.
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 California, Riverside (UCR) and University of Texas at Dallas - Naveen Jindal School of Management
Downloads
998
46.
When (If Ever) Has it Paid to Wait for a Stock Market Correction?
Number of pages: 3
Posted: 26 Sep 2017
Last Revised: 26 Sep 2017
Working Paper Series
Elm Partners and Elm Partners
Downloads
974
47.
Maximal Extractable Value and Allocative Inefficiencies in Public Blockchains
Number of pages: 77
Posted: 21 Jan 2022
Last Revised: 28 Aug 2024
Working Paper Series
Columbia University - Department of Industrial Engineering and Operations Research, Columbia University and ETH Zürich - Department of Information Technology and Electrical Engineering
Downloads
973
48.
Optimal Betting Strategy with Uncertain Payout and Opportunity Limits
Number of pages: 13
Posted: 07 Apr 2017
Working Paper Series
New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads
960
49.
A Brief History of Sharpe Ratio, and Beyond
Number of pages: 3
Posted: 13 Dec 2017
Last Revised: 16 Dec 2017
Working Paper Series
Elm Partners and Elm Partners
Downloads
952
50.
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
Johns Hopkins University and Washington University in St. Louis - John M. Olin Business School
Downloads
918
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