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This paper shows how we can build a model for transactions when goods are given away in the expectation of a later settlement. In settings where people keep track of their social accounts we are able to redefine concepts like account…

General Finance · Quantitative Finance 2014-11-10 W. P. Weijland

We provide a precise statement and self contained proof of a Sobolev inequality (cf. [A, page 236 and page 237]) stated in the original paper. Higher order and fractional inequalities are treated as well.

Functional Analysis · Mathematics 2018-06-22 Mario Milman

In this note we study how to share a good between n players in a simple and equitable way. We give a short proof for the existence of such fair divisions.

Computer Science and Game Theory · Computer Science 2017-03-30 Guillaume Chèze

In a discrete time stochastic model of a pension investment funds market Gajek and Kaluszka(2000a) have provided a definition of the average rate of return which satisfies a set of economic correctnes postulates. In this paper the average…

Probability · Mathematics 2016-10-31 Leslaw Gajek , Marek Kaluszka

The ratio of males to females in a population is a meaningful characteristic of sexual species. The reason for this biological property to be available to the observers of nature seems to be a question never asked. Introducing the notion of…

Populations and Evolution · Quantitative Biology 2017-02-15 Eduardo Garibaldi , Marcelo Sobottka

Factor models have become a common and valued tool for understanding the risks associated with an investing strategy. In this report we describe Exabel's factor model, we quantify the fraction of the variability of the returns explained by…

Applications · Statistics 2022-03-24 Øyvind Grotmol , Michael Scheuerer , Kjersti Aas , Martin Jullum

A concept of martingale-fair index of return, consistent with Arbitrage Free Pricing Theory, is introduced. An explicit formula for the average rate of return of a group of investment/pension funds in a discrete time stochastic model is…

Portfolio Management · Quantitative Finance 2015-01-16 Leslaw Gajek , Marek Kaluszka

This is a very basic introduction to some notions related to logic and complexity.

Logic · Mathematics 2007-05-23 Stephen Semmes

In this note, we provide a simple derivation of expressions for the restricted partition function and its polynomial part. Our proof relies on elementary algebra on rational functions and a lemma that expresses the polynomial part as an…

Combinatorics · Mathematics 2018-02-22 S. Robins , C. Vignat

This note is purely expository. The statement of the Gauss theorem on the constructibility of regular polygons by means of compass and ruler is simple and well-known. However, its proofs given in most textbooks rely upon much unmotivated…

History and Overview · Mathematics 2013-09-10 A. Skopenkov

We propose a simple dynamical model of wealth evolution. The invariant distributions are of Pareto type and are dynamically stable as conjectured by Pareto.

Economics · Quantitative Finance 2014-10-06 Ricardo Pérez-Marco

In this paper we give simple proofs for the bounds (some of them sharp) of the difference of the moduli of the second and the first logarithmic coefficient for the general class of univalent functions and for the class of convex univalent…

Complex Variables · Mathematics 2023-11-28 Milutin Obradovic , Nikola Tuneski

Gives an elementary exposition of the twisted group algebra rep- resentation of simple Clifford algebras

Rings and Algebras · Mathematics 2011-08-05 John W. Bales

This paper introduces and reviews some of the principles and methods used in Bayesian reliability. It specifically discusses methods used in the analysis of success/no-success data and then reminds the reader of a simple Monte Carlo…

Methodology · Statistics 2024-06-10 Carsten H. Botts

A common assumption of political economy is that profit rates across firms or sectors tend to uniformity, and often models are formulated in which this tendency is assumed to have been realised. But in reality this tendency is never…

Other Condensed Matter · Physics 2011-03-24 Ian Wright

We estimate capital and labor income Pareto exponents across 475 country-year observations that span 52 countries over half a century (1967-2018). We document two stylized facts: (i) capital income is more unequally distributed than labor…

Econometrics · Economics 2021-10-26 Tjeerd de Vries , Alexis Akira Toda

A selection of basic results on Borel reducibility of ideals and equivalence relations, especially those with comparably short proofs. This is an unfinished text as yet. Some proofs have missing parts and loose ends. [email protected] and…

Logic · Mathematics 2018-08-16 Vladimir Kanovei

While wealth distribution in the world is highly skewed and heavy-tailed, human talent - as the majority of individual features - is normally distributed. In a recent computational study by Pluchino et al [Talent vs luck: The role of…

Physics and Society · Physics 2020-06-16 Damien Challet , Alessandro Pluchino , Alessio Emanuele Biondo , Andrea Rapisarda

We describe how the market-based average and volatility of the "actual" return, which the investors gain within their market sales, depend on the statistical moments, volatilities, and correlations of the current and past market trade…

General Economics · Economics 2024-02-22 Victor Olkhov

Wealth inequality is an important matter for economic theory and policy. Ongoing debates have been discussing recent rise in wealth inequality in connection with recent development of active financial markets around the world. Existing…

General Finance · Quantitative Finance 2021-09-27 Yuri Biondi , Stefano Olla
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