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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
Twitter: @ole_b_peters

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 Articles

Working papers

  1. Alexander T. I. Adamou & Yonatan Berman & Diomides P. Mavroyiannis & Ole B. Peters, 2019. "Microfoundations of Discounting," Papers 1910.02137, arXiv.org, revised Jan 2020.
  2. Ole Peters & Alexander Adamou, 2018. "The sum of log-normal variates in geometric Brownian motion," Papers 1802.02939, arXiv.org.
  3. Ole Peters & Alexander Adamou, 2018. "The time interpretation of expected utility theory," Papers 1801.03680, arXiv.org.
  4. Yonatan Berman & Ole Peters & Alexander Adamou, 2016. "Far from equilibrium: Wealth reallocation in the United States," Papers 1605.05631, arXiv.org.
  5. Ole Peters & Alexander Adamou, 2015. "An evolutionary advantage of cooperation," Papers 1506.03414, arXiv.org, revised May 2018.
  6. Ole Peters & Alexander Adamou, 2015. "Insurance makes wealth grow faster," Papers 1507.04655, arXiv.org, revised Jul 2017.
  7. Ole Peters & Murray Gell-Mann, 2014. "Evaluating gambles using dynamics," Papers 1405.0585, arXiv.org, revised Jun 2015.
  8. Ole Peters & William Klein, 2012. "Ergodicity breaking in geometric Brownian motion," Papers 1209.4517, arXiv.org, revised Mar 2013.
  9. Ole Peters, 2011. "Menger 1934 revisited," Papers 1110.1578, arXiv.org.
  10. Ole Peters & Alexander Adamou, 2011. "Leverage efficiency," Papers 1101.4548, arXiv.org, revised Jul 2017.
  11. Ole Peters, 2010. "The time resolution of the St. Petersburg paradox," Papers 1011.4404, arXiv.org, revised Mar 2011.
  12. Ole Peters, 2009. "Optimal leverage from non-ergodicity," Papers 0902.2965, arXiv.org, revised Aug 2010.

Articles

  1. Ole Peters, 2011. "Optimal leverage from non-ergodicity," Quantitative Finance, Taylor & Francis Journals, vol. 11(11), pages 1593-1602.

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. Ole Peters & Alexander Adamou, 2018. "The time interpretation of expected utility theory," Papers 1801.03680, arXiv.org.

    Cited by:

    1. Jos'e Cl'audio do Nascimento, 2019. "The Time Importance for Prospect Theory," Papers 1908.01709, arXiv.org.

  2. 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. Anand Sahasranaman & Henrik Jeldtoft Jensen, 2019. "Dynamics of income inequality under disequilibrium: The case of India," Papers 1909.04452, arXiv.org, revised Sep 2019.

  3. Ole Peters & Alexander Adamou, 2015. "An evolutionary advantage of cooperation," Papers 1506.03414, arXiv.org, revised May 2018.

    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 & Alexander Adamou, 2018. "The sum of log-normal variates in geometric Brownian motion," Papers 1802.02939, arXiv.org.

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

    Cited by:

    1. Jos'e Cl'audio do Nascimento, 2019. "The Time Importance for Prospect Theory," Papers 1908.01709, arXiv.org.
    2. Lasko Basnarkov & Viktor Stojkoski & Zoran Utkovski & Ljupco Kocarev, 2019. "Correlation Patterns in Foreign Exchange Markets," Papers 1902.06483, arXiv.org, revised Feb 2019.
    3. Ole Peters & Alexander Adamou, 2015. "Insurance makes wealth grow faster," Papers 1507.04655, arXiv.org, revised Jul 2017.
    4. Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2019. "Exploiting ergodicity in forecasts of corporate profitability," BERG Working Paper Series 147, Bamberg University, Bamberg Economic Research Group.
    5. Sonntag, Dominik, 2018. "Die Theorie der fairen geometrischen Rendite
      [The Theory of Fair Geometric Returns]
      ," MPRA Paper 87082, University Library of Munich, Germany.
    6. Jos'e Cl'audio do Nascimento, 2019. "Decision-making and Fuzzy Temporal Logic," Papers 1901.01970, arXiv.org, revised Feb 2019.
    7. Ole Peters & Alexander Adamou, 2018. "The sum of log-normal variates in geometric Brownian motion," Papers 1802.02939, arXiv.org.

  5. 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. "An evolutionary advantage of cooperation," Papers 1506.03414, arXiv.org, revised May 2018.
    4. Ole Peters & Alexander Adamou, 2018. "The sum of log-normal variates in geometric Brownian motion," Papers 1802.02939, arXiv.org.

  6. 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. Sonntag, Dominik, 2018. "Die Theorie der fairen geometrischen Rendite
      [The Theory of Fair Geometric Returns]
      ," MPRA Paper 87082, University Library of Munich, Germany.
    3. 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.
    4. Valerii Salov, 2015. "The Role of Time in Making Risky Decisions and the Function of Choice," Papers 1512.08792, arXiv.org.
    5. Bell, Peter Newton, 2014. "Properties of time averages in a risk management simulation," MPRA Paper 55803, University Library of Munich, Germany.

  7. 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.

  8. 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. Jos'e Cl'audio do Nascimento, 2019. "Decision-making and Fuzzy Temporal Logic," Papers 1901.01970, arXiv.org, revised Feb 2019.
    6. Peter N, Bell, 2014. "Optimal Use of Put Options in a Stock Portfolio," MPRA Paper 54394, University Library of Munich, Germany.
    7. Bronshtein, E. & Fatkhiev, O., 2018. "A Note on St. Petersburg Paradox," Journal of the New Economic Association, New Economic Association, vol. 38(2), pages 48-53.
    8. Valerii Salov, 2015. "The Role of Time in Making Risky Decisions and the Function of Choice," Papers 1512.08792, arXiv.org.
    9. Bell, Peter Newton, 2014. "Properties of time averages in a risk management simulation," MPRA Paper 55803, University Library of Munich, Germany.

  9. 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. J. Doyne Farmer & Spyros Skouras, 2013. "An ecological perspective on the future of computer trading," Quantitative Finance, Taylor & Francis Journals, vol. 13(3), pages 325-346, February.
    4. 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.
    5. Mihail Turlakov, 2016. "Leverage and Uncertainty," Papers 1612.07194, arXiv.org.
    6. Bell, Peter Newton, 2014. "Properties of time averages in a risk management simulation," MPRA Paper 55803, University Library of Munich, Germany.
    7. 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.

Articles

  1. Ole Peters, 2011. "Optimal leverage from non-ergodicity," Quantitative Finance, Taylor & Francis Journals, vol. 11(11), pages 1593-1602.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 (5) 2010-11-27 2014-05-09 2015-07-25 2018-02-05 2019-10-14. Author is listed
  2. NEP-EVO: Evolutionary Economics (2) 2015-06-13 2019-10-14
  3. NEP-HPE: History & Philosophy of Economics (2) 2011-10-15 2018-02-05
  4. NEP-CTA: Contract Theory & Applications (1) 2015-07-25
  5. NEP-ETS: Econometric Time Series (1) 2012-09-30
  6. NEP-GRO: Economic Growth (1) 2015-06-13
  7. NEP-HIS: Business, Economic & Financial History (1) 2018-02-05
  8. NEP-IAS: Insurance Economics (1) 2015-07-25
  9. NEP-MST: Market Microstructure (1) 2011-02-05

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