Details about Ole Peters

Access statistics for papers by Ole Peters.

Last updated 2023-03-05. Update your information in the RePEc Author Service.

Short-id: ppe493

Working Papers

2021

1. The time interpretation of expected utility theory
   Papers, arXiv.org View citations (8)

2020

2. Leverage efficiency
   Papers, arXiv.org View citations (1)
3. Microfoundations of Discounting
   Papers, arXiv.org View citations (1)

2018

4. An evolutionary advantage of cooperation
   Papers, arXiv.org View citations (3)
5. The sum of log-normal variates in geometric Brownian motion
   Papers, arXiv.org View citations (1)

2017

6. Insurance makes wealth grow faster
   Papers, arXiv.org

2016

7. Far from equilibrium: Wealth reallocation in the United States
   Papers, arXiv.org View citations (3)

2015

8. Evaluating gambles using dynamics
   Papers, arXiv.org View citations (17)

2013

9. Ergodicity breaking in geometric Brownian motion
   Papers, arXiv.org View citations (11)

2011

10. Menger 1934 revisited
    Papers, arXiv.org View citations (5)
11. The time resolution of the St. Petersburg paradox
    Papers, arXiv.org View citations (12)

2010

12. Optimal leverage from non-ergodicity
    Papers, arXiv.org View citations (7)
    See also Journal Article Optimal leverage from non-ergodicity, Quantitative Finance, Taylor & Francis Journals (2011) View citations (8) (2011)

Journal Articles

2011

1. Optimal leverage from non-ergodicity
   Quantitative Finance, 2011, 11, (11), 1593-1602 View citations (8)
   See also Working Paper Optimal leverage from non-ergodicity, Papers (2010) View citations (7) (2010)