A deterministic trading strategy by a representative investor on a single market asset, which generates complex and realistic returns with its first four moments similar to the empirical values of European stock indices, is used to simulate the effects of financial regulation that either pricks...

In the current environment of financial distress, many governments are likely to soon become major holders of financial assets, but the policy debate focuses only on the likelihood and extent of short-term market stabilization. This paper shows that government intervention and propping up are...

We analyze a large and comprehensive play-by-play dataset of professional games in the National Basketball Association using tools from financial economics to explore the optimality of strategically idling resources in the face of uncertain future demand. We find that starters ought to be idled...

We use three-dimensional optical tracking data on the 25-frames-per-second positional data of 2,400 free throw shots by the twenty players with at least twelve tracked makes and twelve tracked misses over the course of the 2010-2011 NBA season, fit each trajectory to a comprehensive physics...

I filter the 25-frames-per-second STATS/SportVu optical tracking data of 233 regular and post season 2011-2012 NBA games for half-court situations that begin when the last player crosses half-court and end when possession changes, resulting in a universe of more than 30,000 basketball plays, or...

How can you tell if a particular sports dataset really adds value? The method introduced in this paper provides a way for any analyst in almost any sport to determine the additional value of almost any dataset. Applying the method to NBA betting markets with a standard dataset available publicly...

We solve two "unsolvable" (teyku) problems from the Talmud that had remained unsolved for about one and a half thousand years. The Talmudic problems concern the implied decision-making of farmers who have left some scattered fruit behind, and the alleged impossibility of knowing whether they...

I introduce an automated system and interactive tools for NBA teams to better decide who to draft, who to trade for, and who to sign as free agents. This automated general manager can serve either as an expert-system replacement or a complement to a team's front office, and also as a calibrating...

We show that the probability of risk parity beating any other portfolio is more than 50 percent. We also prove that if portfolio performance is measured by Sharpe ratio, risk parity is the only maximin portfolio when (1) all assets' future Sharpe ratios are greater than an unknown constant and...