Dragan Sestovic

Multifactor Analytics and Consulting

SCHOLARLY PAPERS

3

DOWNLOADS

996

SSRN CITATIONS

3

CROSSREF CITATIONS

5

Scholarly Papers (3)

1.

Hedged Monte-Carlo: Low Variance Derivative Pricing with Objective Probabilities

Number of pages: 11 Posted: 12 Sep 2000
Capital Fund ManagementCapital Fund Management, Capital Fund Management and Multifactor Analytics and Consulting
Downloads 817 (38,432)
Citation 8

Abstract:

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2.

Bookmaker Margins and Favourite-Longshot Bias in Football Prediction Markets

Number of pages: 27 Posted: 15 Sep 2017 Last Revised: 29 Sep 2017
Dragan Sestovic
Multifactor Analytics and Consulting
Downloads 124 (287,928)
Citation 1

Abstract:

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football betting, prediction markets, prediction bias, favourite-longshot bias, risk management, odds, overrounds, market microstructure

3.

Risk-Return Optimisations Can Lead to Favourite-Longshot Bias in Prediction Markets Operated by Bookmakers

Number of pages: 17 Posted: 30 Sep 2017
Dragan Sestovic
Multifactor Analytics and Consulting
Downloads 55 (466,121)

Abstract:

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Favourite-Longshot Bias, Football Betting, Odds, Prediction Markets, Risk Management, Risk-Return Optimisation, Market Microstructure, Expected Utility