Research outputs

• A closer look at adaptive regret

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

• Buy low, sell high

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

• Contribution to the discussion of "Catching up faster by switching sooner: a predictive approach to adaptive estimation with an application to the Akaike information criterion - Bayesian information criterion dilemma" by Tim van Erven, Peter Grunwald, and Steven de Rooij

  Research output: Contribution to journal › Comment/debate

• A simplified Capital Asset Pricing Model

  Research output: Working paper

• The Capital Asset Pricing Model as a corollary of the Black-Scholes model

  Research output: Working paper

• The efficient index hypothesis and its implications in the BSM model

  Research output: Working paper

• Losing money with a high Sharpe ratio

  Research output: Working paper

• Probability-free pricing of adjusted American lookbacks

  Research output: Working paper

• Test martingales, Bayes factors, and p-values

  Research output: Contribution to journal › Article