Portfolio construction under information asymmetry
Graph Chatbot
Chat with Graph Search
Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
This thesis is structured in three chapters, each pertaining to a specific problem in financial economics. The first chapter, titled 'High-Frequency Jump Analysis of the Bitcoin Market' and co-authored with Prof. Olivier Scaillet and Adrien Treccani of the ...
We present a formalism, algorithms and tools to synthesise reactive systems that behave efficiently, i.e., which achieve an optimal trade-off between a given cost and reward model. Synthesis aims to automatically generate a program from a specification. Mo ...
What makes identification of familiar faces seemingly effortless? Recent studies using unfamiliar face stimuli suggest that selective processing of information conveyed by horizontally oriented spatial frequency components supports accurate performance in ...
Association for Research in Vision and Ophthalmology2017
We consider multitype branching processes evolving in a Markovian random environment. To determine whether or not the branching process becomes extinct almost surely is akin to computing the maximal Lyapunov exponent of a sequence of random matrices, which ...
This paper is aimed at developing optimal motion planning for a single autonomous surface vehicle (ASV) equipped with an on-board pollutant sensor that will maximize the sensor-related information available for source seeking. The ASV uses a nonlinear diff ...
Using a comprehensive sample of trades from Schedule 13D filings by activist investors, we study how measures of adverse selection respond to informed trading. We find that on days when activists accumulate shares, measures of adverse selection and of stoc ...
Prenez la route avec nous pour découvrir l'Information Literacy. En suivant ce parcours de sensibilisation, vous découvrirez les différents enjeux liés à la maîtrise de l'information. ...
We study a financial network where forced liquidations of an illiquid asset have a negative impact on its price, thus reinforcing network contagion. We give conditions for uniqueness of the clearing asset price and liability payments. Our main result holds ...
River water temperature is a key physical variable controlling several chemical, biological and ecological processes. Its reliable prediction is a main issue in many environmental applications, which however is hampered by data scarcity, when using data-de ...
Under the paradigm of caching, partial data are delivered before the actual requests of users are known. In this paper, this problem is modeled as a canonical distributed source coding problem with side information, where the side information represents th ...
Institute of Electrical and Electronics Engineers2016