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)
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
1,733
Strategic Asset Allocation in Money Management
CEPR Discussion Paper No. DP8457
Number of pages: 46
Posted: 20 Jul 2011
Downloads
2
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
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
1,292
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
270
Social Norms and the Enforcement of Laws
NBER Working Paper No. w20369
Number of pages: 44
Posted: 11 Aug 2014
Last Revised: 27 Feb 2021
Downloads
33
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)
There are 2 versions of this paper
Leniency and Damages
Number of pages: 37
Posted: 20 Feb 2015
Last Revised: 10 Oct 2016
Downloads
882
Downloads
4
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
There are 2 versions of this paper
Strategic Merger Waves: A Theory of Musical Chairs
Number of pages: 29
Posted: 11 Mar 2003
Downloads
845
Strategic Merger Waves: A Theory of Musical Chairs
CEPR Discussion Paper No. DP6159
Number of pages: 30
Posted: 19 May 2008
Downloads
3
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
There are 2 versions of this paper
A Theory of IPO Waves
The Review of Financial Studies, Vol. 20, Issue 4, pp. 983-1020, 2007
Posted: 25 Jun 2008
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
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.