Details about Ole Peters

Access statistics for papers by Ole Peters.

Last updated 2025-09-09. Update your information in the RePEc Author Service.

Short-id: ppe493

Working Papers

2024

1. Ergodicity transformations predict human decision-making under risk
   OSF Preprints, Center for Open Science

2023

2. Are risk preferences optimal?
   OSF Preprints, Center for Open Science

2021

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

2020

4. Leverage efficiency
   Papers, arXiv.org View citations (1)
5. Microfoundations of Discounting
   Papers, arXiv.org View citations (1)
   See also Journal Article Microfoundations of Discounting, Decision Analysis, INFORMS (2021) View citations (1) (2021)
6. The Two Growth Rates of the Economy
   SocArXiv, Center for Open Science View citations (1)
   Also in Papers, arXiv.org (2020) View citations (1)
7. What are we weighting for? A mechanistic model for probability weighting
   Papers, arXiv.org

2018

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

2017

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

2016

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

2015

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

2013

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

2011

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

2010

16. 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

2021

1. Microfoundations of Discounting
   Decision Analysis, 2021, 18, (4), 257-272 View citations (1)
   See also Working Paper Microfoundations of Discounting, Papers (2020) View citations (1) (2020)

2011

2. 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)