30 citations · 88 across the 6 of their papers we have counts for
6 papers
Optimal Turnover, Liquidity, and Autocorrelation
Bastien Baldacci, Jerome Benveniste, Gordon Ritter
The steady-state turnover of a trading strategy is of clear interest to practitioners and portfolio managers, as is the steady-state Sharpe ratio. In this article, we show that in…
Optimal trading without optimal control
Bastien Baldacci, Jerome Benveniste, Gordon Ritter
A hypothetical risk-neutral agent who trades to maximize the expected profit of the next trade will approximately exhibit long-term optimal behavior as long as this agent uses the…
Reflection Positivity and Monotonicity
Arthur Jaffe, Gordon Ritter
We prove general reflection positivity results for both scalar fields and Dirac fields on a Riemannian manifold, and comment on applications to quantum field theory. As another app…
Quantum Field Theory on Curved Backgrounds. II. Spacetime Symmetries
Arthur Jaffe, Gordon Ritter
We study space-time symmetries in scalar quantum field theory (including interacting theories) on static space-times. We first consider Euclidean quantum field theory on a static R…
Abstract simplicity of complete Kac-Moody groups over finite fields
Lisa Carbone, Mikhail Ershov, Gordon Ritter
Let be a Kac-Moody group over a finite field corresponding to a generalized Cartan matrix , as constructed by Tits. It is known that admits the structure of a BN-pair, a…
Quantum Field Theory on Curved Backgrounds, I. The Euclidean Functional Integral
Arthur Jaffe, Gordon Ritter
We give a mathematical construction of Euclidean quantum field theory on certain curved backgrounds. We focus on generalizing Osterwalder-Schrader quantization, as these methods ha…