Picking the Lock: A Note on “Locks at the Racetrack”

E. S. Rosenbloom
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E. S. Rosenbloom: Faculty of Management, University of Manitoba, Winnipeg, Manitoba, Canada R3T 2N2

Interfaces, 1992, vol. 22, issue 2, 15-17

Abstract: Hausch and Ziemba [1990] make the conjecture that it is possible to construct risk-free hedges at the racetrack. I constructed counter-examples that disprove the conjecture.

Keywords: games: gambling; finance: hedges (search for similar items in EconPapers)
Date: 1992
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Persistent link: https://EconPapers.repec.org/RePEc:inm:orinte:v:22:y:1992:i:2:p:15-17

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