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.
We study equilibria of dynamic over-the-counter markets in which agents are distinguished by their preferences and information. Over time, agents are privately informed by bids and offers. Investors differ with respect to information quality, including ini ...
I started my Ph.D. studies in the Fall 2008, a period ex-post perceived as being at the core of the Financial Crisis. At that time my ideas were vague and I struggled to find a good research topic. As surprising as it might appear, in one single week the d ...
We present a theoretical investigation into the use of normalised artificial neural network (ANN) outputs in the context of hidden Markov models (HMMs). The work is motivated by the pursuit of a more theoretically rigorous understanding of the Kullback-Lie ...
In this thesis, we investigate methods for the practical and accurate localization of Internet performance problems. The methods we propose belong to the field of network loss tomography, that is, they infer the loss characteristics of links from end-to-en ...
A new approach for the estimation of bid-rent functions for residential location choice is proposed. The method is based on the bid-auction approach and considers that the expected maximum bid of the auction is a latent variable that can be related to obse ...
The sharing of durable goods in a dynamic ownership economy is attractive, since it has the potential to realize gains from trade via short-term transfers of usage rights. We develop a model in which a set of agents, who are heterogeneous in their likely n ...
Electronic intermediaries have become pervasive in sales transactions for many durables, such as cars, power tools, and apartments. Yet only recently have they successfully tackled the challenge of enabling parties to share such goods. A key impediment to ...
We consider the single hop broadcast packet erasure channel (BPEC) with two multicast sessions (each of them destined to a different group of N users) and regularly available instantaneous receiver ACK/NACK feedback. Using the insight gained from recent ...
Multiview video with interactive and smooth view switching at the receiver is a challenging application with several issues in terms of effective use of storage and bandwidth resources, reactivity of the system, quality of the viewing experience and system ...
In airline schedule planning models, the demand and price information are usually taken as inputs to the model. Therefore schedule and capacity decisions are taken separately from pricing decisions. In this paper we present an integrated scheduling, fleeti ...
