21 citations · 45 across the 6 of their papers we have counts for
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q-fin.GN2010
The Hazards of Propping Up: Bubbles and Chaos
Philip Maymin
In the current environment of financial distress, many governments are likely to soon become major holders of financial assets, but the policy debate focuses only on the likelihood…
q-fin.GN2010★ 3 cited
Regulation Simulation
Philip Maymin
A deterministic trading strategy by a representative investor on a single market asset, which generates complex and realistic returns with its first four moments similar to the emp…
q-fin.GN2010
Markets are efficient if and only if P = NP
Philip Maymin
I prove that if markets are weak-form efficient, meaning current prices fully reflect all information available in past prices, then P = NP, meaning every computational problem who…