Gain from the two-envelope problem via information asymmetry: on the suboptimality of randomized switching

MD McDonnell, AJ Grant, I Land… - … of the Royal …, 2011 - royalsocietypublishing.org
The two-envelope problem (or exchange problem) is one of maximizing the payoff in
choosing between two values, given an observation of only one. This paradigm is of interest …

Betreiben Indexfonds Agrarspekulation? Erläuterungen zum Geschäftsmodell und zum weiteren Forschungsbedarf/Do Index Funds Speculate on Agricultural Futures …

S Prehn, T Glauben, I Pies, M Will, JP Loy - ORDO, 2013 - degruyter.com
Indexfonds sind aufgrund ihrer Terminmarktgeschäfte mit Agrarrohstoffen ins Zentrum
öffentlicher Aufmerksamkeit und Kritik geraten. Hierzu kursieren in den Medien zahlreiche …

Markov chains applied to Parrondo's paradox: The coin tossing problem

X Molinero, C Mégnien - arXiv preprint arXiv:2304.05876, 2023 - arxiv.org
Parrondo's paradox was introduced by Juan Parrondo in 1996. In game theory, this paradox
is described as: A combination of losing strategies becomes a winning strategy. At first …

The impact of long-only index funds on price discovery and market performance in agricultural futures markets

S Prehn, T Glauben, JP Loy, I Pies, MG Will - 2014 - econstor.eu
For a considerable time, long-only index funds have been suspected of being responsible
for price increases on agricultural futures markets, particularly those for grain. Utilizing …

Markov chains applied to Parrondo's paradox: the coin tossing problem

X Molinero Albareda… - Markov Chains Applied to …, 2023 - upcommons.upc.edu
Parrondo's paradox was introduced by Juan Parrondo in 1996. In game theory, this paradox
is described as: A combination of losing strategies becomes a winning strategy. At first …

To Trade Or Not To Trade: Cascading Waterfall Round Robin Rebalancing Mechanism

R Kashyap - Available at SSRN 4662265, 2021 - papers.ssrn.com
We have designed an innovative portfolio rebalancing mechanism termed the Cascading
Waterfall Round Robin Mechanism. This algorithmic approach recommends an ideal size …

Flowcharts and the Parrondo Paradox

M Davidsson - Global Journal of Finance and Management, 2010 - papers.ssrn.com
This paper shows that there exist simple and intuitive solutions to the somewhat complex
dynamics that often results from Parrondo games which can easily be traced out and …

[BOOK][B] The Methods Individual US Investors Use to Make Investment Decisions

W Mayes Jr - 2013 - search.proquest.com
This study addressed the lack of scholarly research on actual sales and purchases of
publicly traded securities into what methods individual investors use to make investment …

Parrondo's Paradox

C Mégnien - 2020 - upcommons.upc.edu
The following thesis study in depth the Parrondo's paradox. It is a paradox in game theory
where we can combine two losing games into a winning one. In this thesis we presented …

Paradoja de Parrondo y aplicaciones

C Domingo Redondo - 2022 - uvadoc.uva.es
Se entiende por paradoja a todo dicho o hecho que, en apariencia, resulta contrario a la
lógica. La Paradoja de Parrondo se definió como un proceso paradójico en relación a la …