Hunting for superstars

DOI10.1007/S11579-023-00337-9zbMath1522.91307OpenAlexW4379791625MaRDI QIDQ6051341

Leopold Sögner, Martin Meier

Publication date: 20 September 2023

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-023-00337-9

zbMATH Keywords

optimal stoppingeconomics of superstarshigh-risk investments

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• The best choice problem under ambiguity
• High-risk and competitive investment models
• Robust best choice problem
• Optimal strategies in high risk investments
• Probability theory. A comprehensive course.
• Optimal selection based on relative rank (the 'Secretary Problem')
• On a class of secretary problems
• Optimal Stopping With Multiple Priors
• The secretary problem: minimizing the expected rank with I.I.D. random variables
• Dynamic Programming and Decision Theory

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