Picking the Lock: A Note on “Locks at the Racetrack”

E. S. Rosenbloom
E. S. Rosenbloom
Faculty of Management, University of Manitoba, Winnipeg, Manitoba, Canada R3T 2N2
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Faculty of Management, University of Manitoba, Winnipeg, Manitoba, Canada R3T 2N2

Published Online:1 Apr 1992https://doi.org/10.1287/inte.22.2.15

Abstract

Hausch and Ziemba [1990] make the conjecture that it is possible to construct risk-free hedges at the racetrack. I constructed counter-examples that disprove the conjecture.

Volume 22, Issue 2

March-April 1992

Pages 1-122

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Published Online:April 01, 1992

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E. S. Rosenbloom, (1992) Picking the Lock: A Note on “Locks at the Racetrack”. Interfaces 22(2):15-17.

https://doi.org/10.1287/inte.22.2.15

Keywords

games: gambling
finance: hedges

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Picking the Lock: A Note on “Locks at the Racetrack”

Abstract

Volume 22, Issue 2

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