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Paolo Laureti

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First Name:Paolo
Middle Name:
Last Name:Laureti
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RePEc Short-ID:pla133
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Research output

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Jump to: Working papers Articles

Working papers

  1. Paolo Laureti & Matus Medo & Yi-Cheng Zhang, 2007. "Analysis of Kelly-optimal portfolios," Papers 0712.2771, arXiv.org, revised Apr 2009.
  2. Paolo Laureti & Peter Ruch & Joseph Wakeling & Yi-Cheng Zhang, 2004. "The Interactive Minority Game: a Web based investigation of human market interactions," Experimental 0402004, University Library of Munich, Germany.
  3. Paolo Laureti & Joachim Mathiesen & Yi-Cheng Zhang, 2004. "Selection by pairwise comparisons with limited resources," Game Theory and Information 0406003, University Library of Munich, Germany.
  4. Paolo Laureti & Frantisek Slanina & Yi-Kuo Yu & Yi-Cheng Zhang, 2003. "Buyer feedback as a filtering mechanism for reputable sellers," Game Theory and Information 0307001, University Library of Munich, Germany.
  5. Paolo Laureti Yi-Cheng Zhang, 2003. "Matching games with partial information," Game Theory and Information 0307002, University Library of Munich, Germany.

Articles

  1. Paolo Laureti & Matus Medo & Yi-Cheng Zhang, 2010. "Analysis of Kelly-optimal portfolios," Quantitative Finance, Taylor & Francis Journals, vol. 10(7), pages 689-697.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Paolo Laureti & Matus Medo & Yi-Cheng Zhang, 2007. "Analysis of Kelly-optimal portfolios," Papers 0712.2771, arXiv.org, revised Apr 2009.

    Cited by:

    1. Subbiah, Mohan & Fabozzi, Frank J., 2016. "Hedge fund allocation: Evaluating parametric and nonparametric forecasts using alternative portfolio construction techniques," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 189-201.
    2. Gruszka, Jarosław & Szwabiński, Janusz, 2020. "Best portfolio management strategies for synthetic and real assets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
    3. Matus Medo & Chi Ho Yeung & Yi-Cheng Zhang, 2008. "How to quantify the influence of correlations on investment diversification," Papers 0805.3397, arXiv.org, revised Feb 2009.
    4. Yoshiharu Sato, 2019. "Model-Free Reinforcement Learning for Financial Portfolios: A Brief Survey," Papers 1904.04973, arXiv.org, revised May 2019.
    5. Medo, Matús & Yeung, Chi Ho & Zhang, Yi-Cheng, 2009. "How to quantify the influence of correlations on investment diversification," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 34-39, March.
    6. Tim Byrnes & Tristan Barnett, 2018. "Generalized Framework For Applying The Kelly Criterion To Stock Markets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 21(05), pages 1-13, August.
    7. Sergey Kamenshchikov & Ilia Drozdov, 2016. "Fractal Optimization of Market Neutral Portfolio," Papers 1612.03698, arXiv.org, revised Dec 2016.

  2. Paolo Laureti & Peter Ruch & Joseph Wakeling & Yi-Cheng Zhang, 2004. "The Interactive Minority Game: a Web based investigation of human market interactions," Experimental 0402004, University Library of Munich, Germany.

    Cited by:

    1. Christian Borghesi & Jean-Philippe Bouchaud, 2007. "Of songs and men: a model for multiple choice with herding," Quality & Quantity: International Journal of Methodology, Springer, vol. 41(4), pages 557-568, August.
    2. Chenge Zhu & Guang Yang & Kenan An & Jiping Huang, 2014. "The Leverage Effect on Wealth Distribution in a Controllable Laboratory Stock Market," PLOS ONE, Public Library of Science, vol. 9(6), pages 1-10, June.
    3. Kunyu Song & Kenan An & Guang Yang & Jiping Huang, 2012. "Risk-Return Relationship in a Complex Adaptive System," PLOS ONE, Public Library of Science, vol. 7(3), pages 1-8, March.

  3. Paolo Laureti & Joachim Mathiesen & Yi-Cheng Zhang, 2004. "Selection by pairwise comparisons with limited resources," Game Theory and Information 0406003, University Library of Munich, Germany.

    Cited by:

    1. Laureti, Paolo & Moret, Lionel & Zhang, Yi-Cheng, 2005. "Aggregating partial, local evaluations to achieve global ranking," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 345(3), pages 705-712.

  4. Paolo Laureti & Frantisek Slanina & Yi-Kuo Yu & Yi-Cheng Zhang, 2003. "Buyer feedback as a filtering mechanism for reputable sellers," Game Theory and Information 0307001, University Library of Munich, Germany.

    Cited by:

    1. Yannick Gabuthy & Nadège Marchand, 2004. "Does Resorting to Online Dispute Resolution Promote Agreements? Experimental Evidence," Working Papers 0401, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    2. Yannick Gabuthy & Nicolas Jacquemet & Nadège Marchand, 2008. "Does Resorting to Online Dispute Resolution Promote Agreements ? Experimental Evidence," Post-Print halshs-00259453, HAL.
    3. Enrico Maria Fenoaltea & Izat B. Baybusinov & Jianyang Zhao & Lei Zhou & Yi-Cheng Zhang, 2021. "The Stable Marriage Problem: an Interdisciplinary Review from the Physicist's Perspective," Papers 2103.11458, arXiv.org.
    4. Laureti, Paolo & Moret, Lionel & Zhang, Yi-Cheng, 2005. "Aggregating partial, local evaluations to achieve global ranking," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 345(3), pages 705-712.

  5. Paolo Laureti Yi-Cheng Zhang, 2003. "Matching games with partial information," Game Theory and Information 0307002, University Library of Munich, Germany.

    Cited by:

    1. Tilles, Paulo F.C. & Ferreira, Fernando F. & Francisco, Gerson & Pereira, Carlos de B. & Sarti, Flavia M., 2011. "A Markovian model market—Akerlof’s lemons and the asymmetry of information," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(13), pages 2562-2570.
    2. Fenoaltea, Enrico Maria & Baybusinov, Izat B. & Na, Xu & Zhang, Yi-Cheng, 2022. "A local interaction dynamic for the matching problem," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
    3. Tao Jia & Robert F Spivey & Boleslaw Szymanski & Gyorgy Korniss, 2015. "An Analysis of the Matching Hypothesis in Networks," PLOS ONE, Public Library of Science, vol. 10(6), pages 1-12, June.
    4. Yi-Xiu Kong & Guang-Hui Yuan & Lei Zhou & Rui-Jie Wu & Gui-Yuan Shi, 2018. "Competition May Increase Social Utility in Bipartite Matching Problem," Complexity, Hindawi, vol. 2018, pages 1-7, November.
    5. Enrico Maria Fenoaltea & Izat B. Baybusinov & Jianyang Zhao & Lei Zhou & Yi-Cheng Zhang, 2021. "The Stable Marriage Problem: an Interdisciplinary Review from the Physicist's Perspective," Papers 2103.11458, arXiv.org.
    6. Shi, Gui-Yuan & Kong, Yi-Xiu & Liao, Hao & Zhang, Yi-Cheng, 2016. "Analysis of ground state in random bipartite matching," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 397-402.
    7. André Veski & Kaire Põder, 2018. "Zero-intelligence agents looking for a job," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(3), pages 615-640, October.
    8. Gui-Yuan Shi & Yi-Xiu Kong & Bo-Lun Chen & Guang-Hui Yuan & Rui-Jie Wu, 2018. "Instability in Stable Marriage Problem: Matching Unequally Numbered Men and Women," Complexity, Hindawi, vol. 2018, pages 1-5, September.

Articles

  1. Paolo Laureti & Matus Medo & Yi-Cheng Zhang, 2010. "Analysis of Kelly-optimal portfolios," Quantitative Finance, Taylor & Francis Journals, vol. 10(7), pages 689-697.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBE: Cognitive and Behavioural Economics (1) 2004-02-29
  2. NEP-EXP: Experimental Economics (1) 2004-02-29
  3. NEP-MIC: Microeconomics (1) 2003-07-21
  4. NEP-NET: Network Economics (1) 2003-08-17

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