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Electronic Colloquium on Computational Complexity

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REPORTS > AUTHORS > SCHULMAN LEONARD:
All reports by Author Schulman Leonard:

TR08-089 | 28th September 2008
Noam Berger, Kapur Nevin, Schulman Leonard, Vazirani Vijay

SOLVENCY GAMES

Abstract. We study the decision theory of a maximally risk-averse investor | one whose objec-
tive, in the face of stochastic uncertainties, is to minimize the probability of ever going broke. With
a view to developing the mathematical basics of such a theory, we start with a very simple model
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