In this article we study the expected rank problem under full information. Our approach uses the planar Poisson approach from Gnedin (2007) to derive the expected rank of a stopping rule that is one of the simplest non-trivial examples combining rank dependent rules with threshold rules. This...

An investor faces a sequence of high-risk investment opportunities. The investor ranks the corresponding projects seen so far and must immediately decide whether and how much to invest into the currently observed opportunity. Returns are realized at the end of the investment horizon, where only...

An investor faces a sequence of high-risk investment opportunities. The investor ranks the corresponding projects seen so far and must decide whether and how much to invest into the currently observed opportunity. Returns are realized at the end of the investment horizon, where only a small...