Ergodicity Economics: Difference between revisions
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O. Peters and A. Adamou<br> | O. Peters and A. Adamou<br> | ||
Rational insurance with linear utility and perfect information.<br> | Rational insurance with linear utility and perfect information.<br> | ||
arXiv:1507.04655 (2015).<br> | [http://arxiv.org/abs/1507.04655 arXiv:1507.04655] (2015).<br> | ||
O. Peters and A. Adamou<br> | O. Peters and A. Adamou<br> | ||
The evolutionary advantage of cooperation.<br> | The evolutionary advantage of cooperation.<br> | ||
arXiv:1506.03414 (2015).<br> | [http://arxiv.org/abs/1506.03414 arXiv:1506.03414] (2015).<br> | ||
O. Peters and M. Gell-Mann<br> | O. Peters and M. Gell-Mann<br> | ||
Evaluating gambles using dynamics.<br> | Evaluating gambles using dynamics.<br> | ||
arXiv:140585 (2014).<br> | [http://arxiv.org/abs/1405.0585 arXiv:140585] (2014).<br> | ||
O. Peters and A. Adamou<br> | O. Peters and A. Adamou<br> | ||
Stochastic Market Efficiency.<br> | Stochastic Market Efficiency.<br> | ||
arXiv:1101.4548 (2011).<br> | [http://arxiv.org/abs/1101.4548 arXiv:1101.4548] (2011).<br> | ||
O. Peters and W. Klein<br> | O. Peters and W. Klein<br> | ||
Ergodicity breaking in geometric Brownian motion.<br> | [http://dx.doi.org/10.1103/PhysRevLett.110.100603 Ergodicity breaking in geometric Brownian motion].<br> | ||
arXiv:1209.4517 . (2012)<br> | [http://arxiv.org/abs/1209.4517 arXiv:1209.4517] . (2012)<br> | ||
O. Peters<br> | O. Peters<br> | ||
The time resolution of the St Petersburg paradox.<br> | [http://dx.doi.org/10.1098/rsta.2011.0065 The time resolution of the St Petersburg paradox].<br> | ||
arXiv:1011.4404v2 (2011)<br> | [http://arxiv.org/abs/1011.4404 arXiv:1011.4404v2] (2011)<br> | ||
O. Peters<br> | O. Peters<br> | ||
Optimal leverage from non-ergodicity.<br> | [http://dx.doi.org/10.1080/14697688.2010.513338 Optimal leverage from non-ergodicity].<br> | ||
arXiv:0902.2965v2 (2011)<br> | [http://arxiv.org/abs/0902.2965v2 arXiv:0902.2965v2] (2011)<br> | ||
Latest revision as of 18:03, 11 September 2015
Peters cv:
Lecture videos:
Time, for a change (Gresham College)
https://youtu.be/f1vXAHGIpfc (2012)
Time and chance (TEDx Goodenough College)
https://youtu.be/LGqOH3sYmQA (2011)
O. Peters
Ergodicity, Time, and Chance (SFI seminar)
https://youtu.be/27FqkRckpvs (2010)
Non-technical pieces
Towers-Watson
The Irreversibility of Time
http://www.towerswatson.com/en-GB/Insights/IC-Types/Survey-Research-Results/2012/10/The-irreversibility-of-time-or-why-you-should-not-listen-to-financial-economists (2012)
M. Mauboussin
Shaking the foundation.
http://www.trendfollowing.com/whitepaper/Mauboussin2.pdf (2012)
O. Peters
On time and risk.
http://www.santafe.edu/media/bulletin_article_pdf/TimeRisk.pdf (2009)
Technical papers:
O. Peters and A. Adamou
Rational insurance with linear utility and perfect information.
arXiv:1507.04655 (2015).
O. Peters and A. Adamou
The evolutionary advantage of cooperation.
arXiv:1506.03414 (2015).
O. Peters and M. Gell-Mann
Evaluating gambles using dynamics.
arXiv:140585 (2014).
O. Peters and A. Adamou
Stochastic Market Efficiency.
arXiv:1101.4548 (2011).
O. Peters and W. Klein
Ergodicity breaking in geometric Brownian motion.
arXiv:1209.4517 . (2012)
O. Peters
The time resolution of the St Petersburg paradox.
arXiv:1011.4404v2 (2011)
O. Peters
Optimal leverage from non-ergodicity.
arXiv:0902.2965v2 (2011)