Search Results - "d'Arienzo, Daniele"

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  1. 1

    The social value of overreaction to information by Bizzarri, Matteo, d’Arienzo, Daniele

    Published in Journal of mathematical economics (01-12-2024)
    “…We study the welfare effects of overreaction to information in markets with asymmetric information as well as the impact of a simple intervention in the form…”
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    Journal Article
  2. 2

    The social value of overreaction to information by Bizzarri, Matteo, d'Arienzo, Daniele

    Published 13-03-2024
    “…We study the welfare effects of overreaction to information in the form of diagnostic expectations in markets with asymmetric information, and the effect of a…”
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    Journal Article
  3. 3

    Lost in Diversification by Bardoscia, Marco, d'Arienzo, Daniele, Marsili, Matteo, Volpati, Valerio

    Published 28-01-2019
    “…As financial instruments grow in complexity more and more information is neglected by risk optimization practices. This brings down a curtain of opacity on the…”
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    Journal Article