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Ole Peters

Personal Details

First Name:Ole
Middle Name:
Last Name:Peters
Suffix:
RePEc Short-ID:ppe493
[This author has chosen not to make the email address public]
http://www.santafe.edu/~ole

Affiliation

(90%) London Mathematical Laboratory

http://www.lml.org.uk/
UK, London

(10%) Santa Fe Institute

Santa Fe, New Mexico (United States)
http://www.santafe.edu/

:

1399 Hyde Park Road, Santa Fe, New Mexico 87501
RePEc:edi:epstfus (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Yonatan Berman & Ole Peters & Alexander Adamou, 2016. "Far from equilibrium: Wealth reallocation in the United States," Papers 1605.05631, arXiv.org.
  2. Ole Peters & Alexander Adamou, 2015. "The evolutionary advantage of cooperation," Papers 1506.03414, arXiv.org.
  3. Ole Peters & Alexander Adamou, 2015. "Insurance makes wealth grow faster," Papers 1507.04655, arXiv.org, revised Jul 2017.
  4. Ole Peters & Murray Gell-Mann, 2014. "Evaluating gambles using dynamics," Papers 1405.0585, arXiv.org, revised Jun 2015.
  5. Ole Peters & William Klein, 2012. "Ergodicity breaking in geometric Brownian motion," Papers 1209.4517, arXiv.org, revised Mar 2013.
  6. Ole Peters, 2011. "Menger 1934 revisited," Papers 1110.1578, arXiv.org.
  7. Ole Peters & Alexander Adamou, 2011. "Leverage efficiency," Papers 1101.4548, arXiv.org, revised Jul 2017.
  8. Ole Peters, 2010. "The time resolution of the St. Petersburg paradox," Papers 1011.4404, arXiv.org, revised Mar 2011.
  9. Ole Peters, 2009. "Optimal leverage from non-ergodicity," Papers 0902.2965, arXiv.org, revised Aug 2010.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Yonatan Berman & Ole Peters & Alexander Adamou, 2016. "Far from equilibrium: Wealth reallocation in the United States," Papers 1605.05631, arXiv.org.

    Cited by:

    1. Berman, Yonatan & Shapira, Yoash, 2017. "Revisiting r>g—The asymptotic dynamics of wealth inequality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 467(C), pages 562-572.

  2. Ole Peters & Alexander Adamou, 2015. "The evolutionary advantage of cooperation," Papers 1506.03414, arXiv.org.

    Cited by:

    1. Ole Peters & Alexander Adamou, 2015. "Insurance makes wealth grow faster," Papers 1507.04655, arXiv.org, revised Jul 2017.
    2. Liebmann, Thomas & Kassberger, Stefan & Hellmich, Martin, 2017. "Sharing and growth in general random multiplicative environments," European Journal of Operational Research, Elsevier, vol. 258(1), pages 193-206.

  3. Ole Peters & Murray Gell-Mann, 2014. "Evaluating gambles using dynamics," Papers 1405.0585, arXiv.org, revised Jun 2015.

    Cited by:

    1. Ole Peters & Alexander Adamou, 2015. "Insurance makes wealth grow faster," Papers 1507.04655, arXiv.org, revised Jul 2017.

  4. Ole Peters & William Klein, 2012. "Ergodicity breaking in geometric Brownian motion," Papers 1209.4517, arXiv.org, revised Mar 2013.

    Cited by:

    1. Ole Peters & Murray Gell-Mann, 2014. "Evaluating gambles using dynamics," Papers 1405.0585, arXiv.org, revised Jun 2015.
    2. Máté, Gabriell & Néda, Zoltán, 2016. "The advantage of inhomogeneity — Lessons from a noise driven linearized dynamical system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 445(C), pages 310-317.
    3. Ole Peters & Alexander Adamou, 2015. "The evolutionary advantage of cooperation," Papers 1506.03414, arXiv.org.
    4. Ole Peters & Alexander Adamou, 2018. "The sum of log-normal variates in geometric Brownian motion," Papers 1802.02939, arXiv.org.

  5. Ole Peters, 2011. "Menger 1934 revisited," Papers 1110.1578, arXiv.org.

    Cited by:

    1. Bell, Peter N, 2014. "A Method for Experimental Events that Break Cointegration: Counterfactual Simulation," MPRA Paper 53523, University Library of Munich, Germany.
    2. Gao Siwei & Powers Michael R., 2017. "Bounded, Sigmoid Utility for Insurance Applications," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 11(1), pages 1-19, January.
    3. Valerii Salov, 2015. "The Role of Time in Making Risky Decisions and the Function of Choice," Papers 1512.08792, arXiv.org.
    4. Bell, Peter Newton, 2014. "Properties of time averages in a risk management simulation," MPRA Paper 55803, University Library of Munich, Germany.

  6. Ole Peters & Alexander Adamou, 2011. "Leverage efficiency," Papers 1101.4548, arXiv.org, revised Jul 2017.

    Cited by:

    1. Ole Peters & Murray Gell-Mann, 2014. "Evaluating gambles using dynamics," Papers 1405.0585, arXiv.org, revised Jun 2015.

  7. Ole Peters, 2010. "The time resolution of the St. Petersburg paradox," Papers 1011.4404, arXiv.org, revised Mar 2011.

    Cited by:

    1. Ole Peters & Murray Gell-Mann, 2014. "Evaluating gambles using dynamics," Papers 1405.0585, arXiv.org, revised Jun 2015.
    2. Varma, Jayanth R., 2013. "Time Resolution of the St. Petersburg Paradox: A Rebuttal," IIMA Working Papers WP2013-05-09, Indian Institute of Management Ahmedabad, Research and Publication Department.
    3. Ole Peters & Alexander Adamou, 2015. "Insurance makes wealth grow faster," Papers 1507.04655, arXiv.org, revised Jul 2017.
    4. Bell, Peter N, 2014. "A Method for Experimental Events that Break Cointegration: Counterfactual Simulation," MPRA Paper 53523, University Library of Munich, Germany.
    5. Peter N, Bell, 2014. "Optimal Use of Put Options in a Stock Portfolio," MPRA Paper 54394, University Library of Munich, Germany.
    6. Valerii Salov, 2015. "The Role of Time in Making Risky Decisions and the Function of Choice," Papers 1512.08792, arXiv.org.
    7. Bell, Peter Newton, 2014. "Properties of time averages in a risk management simulation," MPRA Paper 55803, University Library of Munich, Germany.

  8. Ole Peters, 2009. "Optimal leverage from non-ergodicity," Papers 0902.2965, arXiv.org, revised Aug 2010.

    Cited by:

    1. Ole Peters & Murray Gell-Mann, 2014. "Evaluating gambles using dynamics," Papers 1405.0585, arXiv.org, revised Jun 2015.
    2. Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2009. "Leverage Causes Fat Tails and Clustered Volatility," Papers 0908.1555, arXiv.org, revised Jan 2010.
    3. Rosella Giacometti & Sergio Ortobelli & Tomáš Tichý, 2015. "Portfolio Selection with Uncertainty Measures Consistent with Additive Shifts," Prague Economic Papers, University of Economics, Prague, vol. 2015(1), pages 3-16.
    4. Mihail Turlakov, 2016. "Leverage and Uncertainty," Papers 1612.07194, arXiv.org.
    5. Bell, Peter Newton, 2014. "Properties of time averages in a risk management simulation," MPRA Paper 55803, University Library of Munich, Germany.
    6. Smirnov Alexander D., 2018. "Stochastic Logistic Model of the Global Financial Leverage," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 18(1), pages 1-20, January.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-UPT: Utility Models & Prospect Theory (3) 2010-11-27 2014-05-09 2015-07-25. Author is listed
  2. NEP-CTA: Contract Theory & Applications (1) 2015-07-25
  3. NEP-ETS: Econometric Time Series (1) 2012-09-30
  4. NEP-EVO: Evolutionary Economics (1) 2015-06-13
  5. NEP-GRO: Economic Growth (1) 2015-06-13
  6. NEP-HPE: History & Philosophy of Economics (1) 2011-10-15
  7. NEP-IAS: Insurance Economics (1) 2015-07-25
  8. NEP-MST: Market Microstructure (1) 2011-02-05

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