Research


The Growth of Relative Wealth and the Kelly Criterion

with H. Allen Orr and Ruixun Zhang,

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Spectral Portfolio Theory

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Is the FDA Too Conservative or Too Aggressive?: A Bayesian Decision Analysis of Clinical Trial Design

with Leah Isakov and Vahid Montazerhodjat,

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Security in the Age of Systemic Risk: Strategies, Tactics and Options for Dealing with Femtorisks and Beyond

with Frank, M. Goud Collins, M. Clegg, U. Dieckmann, V. Kremenyuk, A. Kryazhimskiy J. Linnerooth-Bayer, S. Levin, B. Ramalingam, J. Ramo, S. Roy, D. Saari, Z. Shtauber, K. Sigmund, J. Tepperman, S. Thurner, W. Yiwei, and D. von Winterfeldt,

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Black’s Leverage Effect is Not Due to Leverage

with Jasmina Hasanhodzic,

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Measuring Systemic Risk in the Finance and Insurance Sectors

with Monica Billio, Mila Getmansky, and Loriana Pelizzon,

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Is It Real, or Is It Randomized?: A Financial Turing Test

with Jasmina Hasanhodzic and Emanuele Viola,

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Agent-Based Models of Financial Markets: A Comparison with Experimental Markets

with Nicholas Chan, Blake LeBaron, and Tomaso Poggio,

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