Search Results
JEL Code: C73

254,496 Total downloads

Viewing: 1 - 50 of 2,097 papers

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 13,210
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 Royal Bridge Capital
Downloads 10,453
3.

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
University of Rome Sapienza
Downloads 3,964
4.

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
University of Rome Sapienza
Downloads 2,785
5.

Litigation Cost Strategies, Settlement Offers and Game Theory

Posted: 31 May 2007 Last Revised: 26 Jan 2011
Working Paper Series
University of Oxford - Saint Cross College
Downloads 2,486
6.

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 1,990
7.

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 1,958
8.

Risk Constrained Dynamic Active Portfolio Management

Number of pages: 20 Posted: 29 Jun 2000
Working Paper Series
Columbia Business School
Downloads 1,844
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 1,833
10.

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)

Multiple version iconThere are 2 versions of this paper

Downloads 1,733
11.

Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management

2-18-96
Number of pages: 38 Posted: 22 Jan 1997
Working Paper Series
Columbia Business School
Downloads 1,728
12.

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 1,648
13.

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 Rationality
Downloads 1,555
14.

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 - Red McCombs School of Business
Downloads 1,529
15.

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 1,454
16.

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 - School of Law
Downloads 1,419
17.

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 1,403
18.

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 1,316
19.

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

Multiple version iconThere are 3 versions of this paper

Downloads 1,292
20.

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 1,192
21.

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 1,077
22.

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
Vancouver School of Economics, University of British Columbia
Downloads 1,039
23.

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 1,003
24.

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 988
25.

An Evolutionary Quantum Game Model of Financial Market Dynamics - Theory and Evidence

Number of pages: 80 Posted: 23 Apr 2007
Working Paper Series
Political and Strategic Studies Institute (ISCSP-IEPE) and University Institute of Lisbon (IUL) - School of Business
Downloads 974
26.

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), University of Toulouse 1 - Toulouse School of Economics (TSE) and TSE-University of Toulouse 1
Downloads 964
27.

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 Inc., Google Inc., Tsinghua University and Google Inc.
Downloads 958
28.

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 957
29.

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 944
30.

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 940
31.

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 Florida, Arizona State University (ASU) and Arizona State University (ASU) - Economics Department
Downloads 926
32.

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 925
33.

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 906
34.

Leniency and Damages

Number of pages: 37 Posted: 20 Feb 2015 Last Revised: 10 Oct 2016
Working Paper Series
Laboratorio di economia, antitrust, regolamentazione (LEAR), Technological University Dublin and Stockholm School of Economics (SITE)

Multiple version iconThere are 2 versions of this paper

Downloads 882
35.

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 866
36.

Strategic Merger Waves: A Theory of Musical Chairs

Number of pages: 29 Posted: 11 Mar 2003
Working Paper Series
University of Cambridge - Faculty of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 845
37.

A Model of Dynamic Compensation and Capital Structure

AFA 2009 San Francisco Meetings Paper, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 40 Posted: 18 Mar 2008 Last Revised: 15 Jul 2010
Working Paper Series
University of Chicago - Finance
Downloads 836
38.

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 829
39.

History, Expectations, and Leadership in the Evolution of Social Norms

MIT Department of Economics Working Paper No. 11-10
Number of pages: 60 Posted: 13 May 2011 Last Revised: 19 Sep 2014
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics and Stanford University - Department of Economics
Downloads 825
40.

Building Brand Awareness in Dynamic Oligopoly Markets

Management Science, Vol. 54, No. 1, pp. 129-138, January 2008
Number of pages: 22 Posted: 06 Feb 2008 Last Revised: 08 May 2014
Accepted Paper Series
University of California, Davis, University of California, Riverside (UCR) and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 790
41.

An Information-Based Theory of Time-Varying Liquidity

Journal of Finance, 2016, 71(2), 809-870
Number of pages: 67 Posted: 16 Jun 2013 Last Revised: 31 Mar 2016
Accepted Paper Series
Johns Hopkins University and Washington University in St. Louis - John M. Olin Business School
Downloads 778
42.

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 777
43.

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 769
44.

Sequential Estimation of Dynamic Discrete Games

Econometrica, Vol. 75, No. 1
Number of pages: 52 Posted: 20 Jun 2004 Last Revised: 30 Oct 2016
Accepted Paper Series
University of Toronto - Department of Economics and Centro de Estudios Monetarios y Financieros (CEMFI)
Downloads 738
45.

Optimal Advertising and Promotion Budgets in Dynamic Markets with Brand Equity as a Mediating Variable

Management Science, Forthcoming
Number of pages: 41 Posted: 03 Jul 2006
Accepted Paper Series
The Stephen M. Ross School of Business at the University of Michigan and Purdue University
Downloads 737
46.

A Theory of IPO Waves

Number of pages: 36 Posted: 18 Mar 2005
Working Paper Series
Tsinghua University, SEM

Multiple version iconThere are 2 versions of this paper

Downloads 705
47.

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 680
48.

More Order with Less Law: On Contract Enforcement, Trust and Crowding

Number of pages: 44 Posted: 19 Jul 2000
Working Paper Series
Harvard University - Harvard Kennedy School (HKS), CREMA and University College London - Department of Economics
Downloads 670
49.

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: 10 Sep 2020
Accepted Paper Series
The Wharton School, University of Pennsylvania, Hong Kong University of Science & Technology (HKUST) and Texas A&M University
Downloads 663
50.

Stochastic Differential Portfolio Games

Number of pages: 27 Posted: 03 Sep 1998
Working Paper Series
Columbia Business School
Downloads 655