Search Results - "d'Arienzo, Daniele"
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The social value of overreaction to information
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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The social value of overreaction to information
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 -
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Lost in Diversification
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