05
Jul
10

Modelar juegos de ponzi

Rod Carvalho tiene un post (de hace 2 años, pero refloto en los últimos días), donde intenta modelizar de forma simple los juegos de Ponzi. Los comentarios son valiosos para futuros desarrollos.

On this post, I presented a simple continuous-time model of a simplified Ponzi scheme. In the two examples I presented, one can conclude that the scammer’s best strategy is to run away at moment t = T^{-}, when he has the most cash in his pockets (and owes the most to his creditors).

However, if we think beyond this model’s assumptions and limitations, it is clear that running away just before the lock-up period has expired might not be the “best strategy”. Note that if the scammer returns the money to the earliest investors, these might believe that the scammer truly has a Midas touch and decide to re-invest their money. In addition to that, if the scammer honors the early contracts and returns the money to his earlist investors, these investors may tell their friends and thus serve as “viral marketers” of the scammer’s investing “ingenuity”.


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