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Ole Peters

Personal Details

First Name:Ole
Middle Name:
Last Name:Peters
Suffix:
RePEc Short-ID:ppe493
[This author has chosen not to make the email address public]
http://www.santafe.edu/~ole

Affiliation

(90%) London Mathematical Laboratory

http://www.lml.org.uk/
UK, London

(10%) Santa Fe Institute

Santa Fe, New Mexico (United States)
http://www.santafe.edu/
RePEc:edi:epstfus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Alexander T. I. Adamou & Yonatan Berman & Diomides P. Mavroyiannis & Ole B. Peters, 2019. "Microfoundations of Discounting," Papers 1910.02137, arXiv.org, revised Jan 2020.
  2. Ole Peters & Alexander Adamou, 2018. "The time interpretation of expected utility theory," Papers 1801.03680, arXiv.org, revised Feb 2021.
  3. Ole Peters & Alexander Adamou, 2018. "The sum of log-normal variates in geometric Brownian motion," Papers 1802.02939, arXiv.org.
  4. Yonatan Berman & Ole Peters & Alexander Adamou, 2016. "Far from equilibrium: Wealth reallocation in the United States," Papers 1605.05631, arXiv.org.
  5. Ole Peters & Alexander Adamou, 2015. "An evolutionary advantage of cooperation," Papers 1506.03414, arXiv.org, revised May 2018.
  6. Ole Peters & Alexander Adamou, 2015. "Insurance makes wealth grow faster," Papers 1507.04655, arXiv.org, revised Jul 2017.
  7. Ole Peters & Murray Gell-Mann, 2014. "Evaluating gambles using dynamics," Papers 1405.0585, arXiv.org, revised Jun 2015.
  8. Ole Peters & William Klein, 2012. "Ergodicity breaking in geometric Brownian motion," Papers 1209.4517, arXiv.org, revised Mar 2013.
  9. Ole Peters, 2011. "Menger 1934 revisited," Papers 1110.1578, arXiv.org.
  10. Ole Peters & Alexander Adamou, 2011. "Leverage efficiency," Papers 1101.4548, arXiv.org, revised Jun 2020.
  11. Ole Peters, 2010. "The time resolution of the St. Petersburg paradox," Papers 1011.4404, arXiv.org, revised Mar 2011.
  12. Ole Peters, 2009. "Optimal leverage from non-ergodicity," Papers 0902.2965, arXiv.org, revised Aug 2010.

Articles

  1. Ole Peters, 2011. "Optimal leverage from non-ergodicity," Quantitative Finance, Taylor & Francis Journals, vol. 11(11), pages 1593-1602.

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. Alexander T. I. Adamou & Yonatan Berman & Diomides P. Mavroyiannis & Ole B. Peters, 2019. "Microfoundations of Discounting," Papers 1910.02137, arXiv.org, revised Jan 2020.

    Cited by:

    1. Yonatan Berman & Mark Kirstein, 2021. "Risk Preferences in Time Lotteries," Papers 2108.08366, arXiv.org.

  2. Ole Peters & Alexander Adamou, 2018. "The time interpretation of expected utility theory," Papers 1801.03680, arXiv.org, revised Feb 2021.

    Cited by:

    1. Jos'e Cl'audio do Nascimento, 2019. "Behavioral Biases and Nonadditive Dynamics in Risk Taking: An Experimental Investigation," Papers 1908.01709, arXiv.org, revised Apr 2023.
    2. Carlos Rodríguez Raposo & Pablo Coello Pulido, 2021. "Ergodicity transformation for additive-ruin wealth dynamic," Working Papers hal-03198073, HAL.
    3. Yonatan Berman & Mark Kirstein, 2021. "Risk Preferences in Time Lotteries," Papers 2108.08366, arXiv.org.
    4. Alexander Adamou & Yonatan Berman & Ole Peters, 2020. "The Two Growth Rates of the Economy," Papers 2009.10451, arXiv.org.
    5. Alexander T. I. Adamou & Yonatan Berman & Diomides P. Mavroyiannis & Ole B. Peters, 2019. "Microfoundations of Discounting," Papers 1910.02137, arXiv.org, revised Jan 2020.
    6. David Meder & Finn Rabe & Tobias Morville & Kristoffer H Madsen & Magnus T Koudahl & Ray J Dolan & Hartwig R Siebner & Oliver J Hulme, 2021. "Ergodicity-breaking reveals time optimal decision making in humans," PLOS Computational Biology, Public Library of Science, vol. 17(9), pages 1-25, September.
    7. Sonntag, Dominik, 2018. "Die Theorie der fairen geometrischen Rendite [The Theory of Fair Geometric Returns]," MPRA Paper 87082, University Library of Munich, Germany.
    8. Andreozzi, Luciano, 2021. "Ergodicity in Economics: a Decision theoretic evaluation," SocArXiv axkfg, Center for Open Science.

  3. Ole Peters & Alexander Adamou, 2018. "The sum of log-normal variates in geometric Brownian motion," Papers 1802.02939, arXiv.org.

    Cited by:

    1. Cyprien Grau, 2020. "Stochastic Valuation of Revenue-Collecting Tokens in Cryptoeconomic Organizations," Working Papers hal-02894497, HAL.

  4. Yonatan Berman & Ole Peters & Alexander Adamou, 2016. "Far from equilibrium: Wealth reallocation in the United States," Papers 1605.05631, arXiv.org.

    Cited by:

    1. Berman, Yonatan & Shapira, Yoash, 2017. "Revisiting r>g—The asymptotic dynamics of wealth inequality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 467(C), pages 562-572.
    2. Zdzislaw Burda & Malgorzata J. Krawczyk & Krzysztof Malarz & Malgorzata Snarska, 2021. "Wealth rheology," Papers 2105.08048, arXiv.org, revised Jun 2021.
    3. Anand Sahasranaman & Henrik Jeldtoft Jensen, 2019. "Dynamics of reallocation within India's income distribution," Papers 1909.04452, arXiv.org, revised Oct 2020.

  5. Ole Peters & Alexander Adamou, 2015. "An evolutionary advantage of cooperation," Papers 1506.03414, arXiv.org, revised May 2018.

    Cited by:

    1. Ole Peters & Alexander Adamou, 2015. "Insurance makes wealth grow faster," Papers 1507.04655, arXiv.org, revised Jul 2017.
    2. Ole Peters & Alexander Adamou, 2018. "The sum of log-normal variates in geometric Brownian motion," Papers 1802.02939, arXiv.org.
    3. Liebmann, Thomas & Kassberger, Stefan & Hellmich, Martin, 2017. "Sharing and growth in general random multiplicative environments," European Journal of Operational Research, Elsevier, vol. 258(1), pages 193-206.

  6. Ole Peters & Murray Gell-Mann, 2014. "Evaluating gambles using dynamics," Papers 1405.0585, arXiv.org, revised Jun 2015.

    Cited by:

    1. Jos'e Cl'audio do Nascimento, 2019. "Behavioral Biases and Nonadditive Dynamics in Risk Taking: An Experimental Investigation," Papers 1908.01709, arXiv.org, revised Apr 2023.
    2. Matej Uhr'in & Gustav v{S}ourek & Ondv{r}ej Hub'av{c}ek & Filip v{Z}elezn'y, 2021. "Optimal sports betting strategies in practice: an experimental review," Papers 2107.08827, arXiv.org.
    3. Carlos Rodríguez Raposo & Pablo Coello Pulido, 2021. "Ergodicity transformation for additive-ruin wealth dynamic," Working Papers hal-03198073, HAL.
    4. Lasko Basnarkov & Viktor Stojkoski & Zoran Utkovski & Ljupco Kocarev, 2019. "Correlation Patterns in Foreign Exchange Markets," Papers 1902.06483, arXiv.org, revised Feb 2019.
    5. Jos'e Cl'audio do Nascimento, 2019. "Decision-making and Fuzzy Temporal Logic," Papers 1901.01970, arXiv.org, revised Feb 2019.
    6. Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2020. "Exploiting ergodicity in forecasts of corporate profitability," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
    7. Eric Briys, 2021. "Fingerspitzengefühl," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 46(2), pages 248-265, April.
    8. Yonatan Berman & Mark Kirstein, 2021. "Risk Preferences in Time Lotteries," Papers 2108.08366, arXiv.org.
    9. Alexander T. I. Adamou & Yonatan Berman & Diomides P. Mavroyiannis & Ole B. Peters, 2019. "Microfoundations of Discounting," Papers 1910.02137, arXiv.org, revised Jan 2020.
    10. Ole Peters & Alexander Adamou, 2015. "Insurance makes wealth grow faster," Papers 1507.04655, arXiv.org, revised Jul 2017.
    11. Nassim Nicholas Taleb & Yaneer Bar-Yam & Pasquale Cirillo, 2020. "On Single Point Forecasts for Fat-Tailed Variables," Papers 2007.16096, arXiv.org.
    12. David Meder & Finn Rabe & Tobias Morville & Kristoffer H Madsen & Magnus T Koudahl & Ray J Dolan & Hartwig R Siebner & Oliver J Hulme, 2021. "Ergodicity-breaking reveals time optimal decision making in humans," PLOS Computational Biology, Public Library of Science, vol. 17(9), pages 1-25, September.
    13. Hu, Jing & Harmsen, Robert & Crijns-Graus, Wina & Worrell, Ernst, 2019. "Geographical optimization of variable renewable energy capacity in China using modern portfolio theory," Applied Energy, Elsevier, vol. 253(C), pages 1-1.
    14. Jos'e Cl'audio do Nascimento, 2019. "Rational hyperbolic discounting," Papers 1910.05209, arXiv.org, revised Feb 2020.
    15. Ole Peters & Alexander Adamou, 2018. "The sum of log-normal variates in geometric Brownian motion," Papers 1802.02939, arXiv.org.
    16. Sonntag, Dominik, 2018. "Die Theorie der fairen geometrischen Rendite [The Theory of Fair Geometric Returns]," MPRA Paper 87082, University Library of Munich, Germany.
    17. Andreozzi, Luciano, 2021. "Ergodicity in Economics: a Decision theoretic evaluation," SocArXiv axkfg, Center for Open Science.

  7. Ole Peters & William Klein, 2012. "Ergodicity breaking in geometric Brownian motion," Papers 1209.4517, arXiv.org, revised Mar 2013.

    Cited by:

    1. Ole Peters & Murray Gell-Mann, 2014. "Evaluating gambles using dynamics," Papers 1405.0585, arXiv.org, revised Jun 2015.
    2. Viktor Stojkoski & Trifce Sandev & Lasko Basnarkov & Ljupco Kocarev & Ralf Metzler, 2020. "Generalised geometric Brownian motion: Theory and applications to option pricing," Papers 2011.00312, arXiv.org.
    3. Carlos Rodríguez Raposo & Pablo Coello Pulido, 2021. "Ergodicity transformation for additive-ruin wealth dynamic," Working Papers hal-03198073, HAL.
    4. Federica De Domenico & Giacomo Livan & Guido Montagna & Oreste Nicrosini, 2023. "Modeling and Simulation of Financial Returns under Non-Gaussian Distributions," Papers 2302.02769, arXiv.org.
    5. Ivan S. Maksymov, 2023. "Analogue and Physical Reservoir Computing Using Water Waves: Applications in Power Engineering and Beyond," Energies, MDPI, vol. 16(14), pages 1-26, July.
    6. Simon Gluzman, 2023. "Market Crashes and Time-Translation Invariance," FinTech, MDPI, vol. 2(2), pages 1-27, March.
    7. Ole Peters & Alexander Adamou, 2015. "An evolutionary advantage of cooperation," Papers 1506.03414, arXiv.org, revised May 2018.
    8. De Domenico, Federica & Livan, Giacomo & Montagna, Guido & Nicrosini, Oreste, 2023. "Modeling and simulation of financial returns under non-Gaussian distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 622(C).
    9. Dyer, Joel & Cannon, Patrick & Farmer, J. Doyne & Schmon, Sebastian M., 2024. "Black-box Bayesian inference for agent-based models," Journal of Economic Dynamics and Control, Elsevier, vol. 161(C).
    10. Máté, Gabriell & Néda, Zoltán, 2016. "The advantage of inhomogeneity — Lessons from a noise driven linearized dynamical system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 445(C), pages 310-317.
    11. Ole Peters & Alexander Adamou, 2018. "The sum of log-normal variates in geometric Brownian motion," Papers 1802.02939, arXiv.org.

  8. Ole Peters, 2011. "Menger 1934 revisited," Papers 1110.1578, arXiv.org.

    Cited by:

    1. Gao Siwei & Powers Michael R., 2017. "Bounded, Sigmoid Utility for Insurance Applications," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 11(1), pages 1-19, January.
    2. Bell, Peter N, 2014. "A Method for Experimental Events that Break Cointegration: Counterfactual Simulation," MPRA Paper 53523, University Library of Munich, Germany.
    3. Valerii Salov, 2015. "The Role of Time in Making Risky Decisions and the Function of Choice," Papers 1512.08792, arXiv.org.
    4. Bell, Peter Newton, 2014. "Properties of time averages in a risk management simulation," MPRA Paper 55803, University Library of Munich, Germany.
    5. Sonntag, Dominik, 2018. "Die Theorie der fairen geometrischen Rendite [The Theory of Fair Geometric Returns]," MPRA Paper 87082, University Library of Munich, Germany.

  9. Ole Peters & Alexander Adamou, 2011. "Leverage efficiency," Papers 1101.4548, arXiv.org, revised Jun 2020.

    Cited by:

    1. Ole Peters & Murray Gell-Mann, 2014. "Evaluating gambles using dynamics," Papers 1405.0585, arXiv.org, revised Jun 2015.

  10. Ole Peters, 2010. "The time resolution of the St. Petersburg paradox," Papers 1011.4404, arXiv.org, revised Mar 2011.

    Cited by:

    1. Matej Uhr'in & Gustav v{S}ourek & Ondv{r}ej Hub'av{c}ek & Filip v{Z}elezn'y, 2021. "Optimal sports betting strategies in practice: an experimental review," Papers 2107.08827, arXiv.org.
    2. Ole Peters & Murray Gell-Mann, 2014. "Evaluating gambles using dynamics," Papers 1405.0585, arXiv.org, revised Jun 2015.
    3. Varma, Jayanth R., 2013. "Time Resolution of the St. Petersburg Paradox: A Rebuttal," IIMA Working Papers WP2013-05-09, Indian Institute of Management Ahmedabad, Research and Publication Department.
    4. Jos'e Cl'audio do Nascimento, 2019. "Decision-making and Fuzzy Temporal Logic," Papers 1901.01970, arXiv.org, revised Feb 2019.
    5. Ole Peters & Alexander Adamou, 2015. "Insurance makes wealth grow faster," Papers 1507.04655, arXiv.org, revised Jul 2017.
    6. Peter N, Bell, 2014. "Optimal Use of Put Options in a Stock Portfolio," MPRA Paper 54394, University Library of Munich, Germany.
    7. do Nascimento, José Cláudio, 2021. "The personal wealth importance to the intertemporal choice," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
    8. Bell, Peter N, 2014. "A Method for Experimental Events that Break Cointegration: Counterfactual Simulation," MPRA Paper 53523, University Library of Munich, Germany.
    9. Bronshtein, E. & Fatkhiev, O., 2018. "A Note on St. Petersburg Paradox," Journal of the New Economic Association, New Economic Association, vol. 38(2), pages 48-53.
    10. Valerii Salov, 2015. "The Role of Time in Making Risky Decisions and the Function of Choice," Papers 1512.08792, arXiv.org.
    11. Bell, Peter Newton, 2014. "Properties of time averages in a risk management simulation," MPRA Paper 55803, University Library of Munich, Germany.
    12. Mariam Thalos & Oliver Richardson, 2014. "Capitalization in the St. Petersburg game," Politics, Philosophy & Economics, , vol. 13(3), pages 292-313, August.

  11. Ole Peters, 2009. "Optimal leverage from non-ergodicity," Papers 0902.2965, arXiv.org, revised Aug 2010.

    Cited by:

    1. Stefan Thurner & J. Doyne Farmer & John Geanakoplos, 2010. "Leverage Causes Fat Tails and Clustered Volatility," Cowles Foundation Discussion Papers 1745, Cowles Foundation for Research in Economics, Yale University.
    2. Matej Uhr'in & Gustav v{S}ourek & Ondv{r}ej Hub'av{c}ek & Filip v{Z}elezn'y, 2021. "Optimal sports betting strategies in practice: an experimental review," Papers 2107.08827, arXiv.org.
    3. Ole Peters & Murray Gell-Mann, 2014. "Evaluating gambles using dynamics," Papers 1405.0585, arXiv.org, revised Jun 2015.
    4. Viktor Stojkoski & Trifce Sandev & Lasko Basnarkov & Ljupco Kocarev & Ralf Metzler, 2020. "Generalised geometric Brownian motion: Theory and applications to option pricing," Papers 2011.00312, arXiv.org.
    5. J. Doyne Farmer & Spyros Skouras, 2013. "An ecological perspective on the future of computer trading," Quantitative Finance, Taylor & Francis Journals, vol. 13(3), pages 325-346, February.
    6. Simon Gluzman, 2023. "Market Crashes and Time-Translation Invariance," FinTech, MDPI, vol. 2(2), pages 1-27, March.
    7. Rosella Giacometti & Sergio Ortobelli & Tomáš Tichý, 2015. "Portfolio Selection with Uncertainty Measures Consistent with Additive Shifts," Prague Economic Papers, Prague University of Economics and Business, vol. 2015(1), pages 3-16.
    8. Mihail Turlakov, 2016. "Leverage and Uncertainty," Papers 1612.07194, arXiv.org.
    9. El Mouden, Claire, 2013. "The Sciences Of Risk: Implications For Regulation Of The Financial Sector," INET Oxford Working Papers 2013-01, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    10. Bell, Peter Newton, 2014. "Properties of time averages in a risk management simulation," MPRA Paper 55803, University Library of Munich, Germany.
    11. Smirnov Alexander D., 2018. "Stochastic Logistic Model of the Global Financial Leverage," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 18(1), pages 1-20, January.
    12. Mariam Thalos & Oliver Richardson, 2014. "Capitalization in the St. Petersburg game," Politics, Philosophy & Economics, , vol. 13(3), pages 292-313, August.

Articles

  1. Ole Peters, 2011. "Optimal leverage from non-ergodicity," Quantitative Finance, Taylor & Francis Journals, vol. 11(11), pages 1593-1602.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 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-UPT: Utility Models and Prospect Theory (5) 2010-11-27 2014-05-09 2015-07-25 2018-02-05 2019-10-14. Author is listed
  2. NEP-EVO: Evolutionary Economics (2) 2015-06-13 2019-10-14
  3. NEP-HPE: History and Philosophy of Economics (2) 2011-10-15 2018-02-05
  4. NEP-CTA: Contract Theory and Applications (1) 2015-07-25
  5. NEP-ETS: Econometric Time Series (1) 2012-09-30
  6. NEP-GRO: Economic Growth (1) 2015-06-13
  7. NEP-HIS: Business, Economic and Financial History (1) 2018-02-05
  8. NEP-IAS: Insurance Economics (1) 2015-07-25
  9. NEP-MST: Market Microstructure (1) 2011-02-05

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