Nash Bargaining Over Margin Loans to Kelly Gamblers
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- Alex Garivaltis, 2019. "Nash Bargaining Over Margin Loans to Kelly Gamblers," Papers 1904.06628, arXiv.org, revised Aug 2019.
References listed on IDEAS
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- Alex Garivaltis, 2019. "The Laws of Motion of the Broker Call Rate in the United States," Papers 1906.00946, arXiv.org, revised Oct 2022.
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More about this item
Keywords
Nash bargaining; margin loans; Kelly betting; log-optimal portfolios; continuously-rebalanced portfolios; net interest margin;All these keywords.
JEL classification:
- C - Mathematical and Quantitative Methods
- G0 - Financial Economics - - General
- G1 - Financial Economics - - General Financial Markets
- G2 - Financial Economics - - Financial Institutions and Services
- G3 - Financial Economics - - Corporate Finance and Governance
- M2 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Economics
- M4 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting
- K2 - Law and Economics - - Regulation and Business Law
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