Learning Performance of Prediction Markets with Kelly Bettors
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References listed on IDEAS
- Wolfers, Justin & Zitzewitz, Eric, 2006.
"Interpreting Prediction Market Prices as Probabilities,"
IZA Discussion Papers
2092, Institute for the Study of Labor (IZA).
- Justin Wolfers & Eric Zitzewitz, 2006. "Interpreting prediction market prices as probabilities," Working Paper Series 2006-11, Federal Reserve Bank of San Francisco.
- Wolfers, Justin & Zitzewitz, Eric, 2006. "Interpreting Prediction Market Prices as Probabilities," CEPR Discussion Papers 5676, C.E.P.R. Discussion Papers.
- Justin Wolfers & Eric Zitzewitz, 2006. "Interpreting Prediction Market Prices as Probabilities," NBER Working Papers 12200, National Bureau of Economic Research, Inc.
- Sanford J. Grossman, 1981. "An Introduction to the Theory of Rational Expectations Under Asymmetric Information," Review of Economic Studies, Oxford University Press, vol. 48(4), pages 541-559.
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- Bottazzi, Giulio & Giachini, Daniele, 2017.
"Wealth and price distribution by diffusive approximation in a repeated prediction market,"
Physica A: Statistical Mechanics and its Applications,
Elsevier, vol. 471(C), pages 473-479.
- Giulio Bottazzi & Daniele Giachini, 2016. "Wealth and Price Distribution by Diffusive Approximation in a Repeated Prediction Market," LEM Papers Series 2016/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-02-15 (All new papers)
- NEP-CTA-2012-02-15 (Contract Theory & Applications)
- NEP-FOR-2012-02-15 (Forecasting)
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