3 papers
econ.TH2025
Uniqueness of Inflection Points in Binomial Exceedance Function Compositions
Srinivas Arigapudi, Yuval Heller, Amnon Schreiber
We examine functions representing the cumulative probability of a binomial random variable exceeding a threshold, expressed in terms of the success probability per trial. These fun…
cs.GT2020
The Lipschitz Constant of Perturbed Anonymous Games
Ron Peretz, Amnon Schreiber, Ernst Schulte-Geers
The worst-case Lipschitz constant of an -player -action -perturbed game, , is given an explicit probabilistic description. In the case of , i…
q-fin.PM2020
Short-Term Investments and Indices of Risk
Yuval Heller, Amnon Schreiber
We study various decision problems regarding short-term investments in risky assets whose returns evolve continuously in time. We show that in each problem, all risk-averse decisio…