
doi: 10.1002/wilm.10629
In this paper we present a novel investment game, taking a quantitative finance approach to football tournaments, cast as a model of a complete market. We show how the market and securities corresponding to stocks in teams, index funds for leagues, and derivatives on players can be defined and priced using the Elo framework for team strength. This framework allows us to also introduce analytics for both realized performance and predictive modeling, linking it to both the literature on optimal wagers and risk & portfolio management. The game was first developed and run live, for charity, during the 2014 World Cup.
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 0 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Average | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Average | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Average |
