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Optimal Trade Sizing in a Game with Favourable Odds : The Stock Market
Haghani, Victor - 2016
In this short note, we show investors one way to calculate ideal investment sizing by using two rules of thumb based on a simple outline of individual risk aversion. We illustrate these two heuristics, which are not widely appreciated, with thought experiments involving coin flips and ketchup &...
Persistent link: https://www.econbiz.de/10012978604
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Characterizing agent behavior in revision games with uncertain deadline
Wang, Zhuohan; Hao, Dong - In: Games 13 (2022) 6, pp. 1-13
Revision game is a very recent advance in dynamic game theory and it can be used to analyze the trading in the pre …
Persistent link: https://www.econbiz.de/10014418135
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A Snakes and Ladders Representation of Stock Prices and Returns
Gager, Philip C. - 2011
Snakes and ladders is an ancient Indian game of chance that offers amusement as well as a metaphor for life's many ups and downs. Games offer useful and fun ways of conveying ideas as well as solution techniques and this game has considerable mathematical tractability. This note shows how snakes...
Persistent link: https://www.econbiz.de/10013134229
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Stochastic communication and coalition formation
Kirman, Alan; Oddou, Claude; Weber, Shlomo - 1984 - Rev. version
Persistent link: https://www.econbiz.de/10000166885
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Credibility and time inconsistency in a stochastic world
Currie, David A.; Levine, Paul - 1986
Persistent link: https://www.econbiz.de/10000688811
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Long-term contracting in a changing world
Pavan, Alessandro (contributor) - 2007
I study the properties of optimal long-term contracts in an environment in which the agent.s type evolves stochastically over time. The model stylizes a buyer-seller relationship but the results apply quite naturally to many contractual situations including regulation and optimal...
Persistent link: https://www.econbiz.de/10003782114
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Log-linear dynamics and local potential
Okada, Daijiro; Tercieux, Olivier - 2008
We show that local potential maximizer (\cite{morris+05}) with constant weights is stochastically stable in the log-linear dynamics provided that the payoff function or the associated local potential function is supermodular. We illustrate and discuss, through a series of examples, the use of...
Persistent link: https://www.econbiz.de/10003894726
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Partial differential equations in economics and finance
Basov, Suran - 2007
Partial differential equations -- Elements of the theory of the Stochastic processes -- Partial differential equation … in the consumer theory -- Partial differential equations in the producer theory -- Partial differential equations and … pricing of the financial -- Derivatives -- A theory of boundedly rational behavior -- Partial differential equations in game …
Persistent link: https://www.econbiz.de/10003429606
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On singular control games : with applications to capital accumulation
Steg, Jan-Henrik - 2010
Persistent link: https://www.econbiz.de/10008858392
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An experimental study of costly coordination
Goeree, Jacob K.; Holt, Charles A. - In: Games and economic behavior 51 (2005) 2, pp. 349-364
Persistent link: https://www.econbiz.de/10002940130