no code implementations • 14 Jun 2023 • Jin Hyuk Choi, Jetlir Duraj, Kim Weston
Their wealth is further reduced by transaction costs that are proportional to the number of stock shares traded.
no code implementations • 31 Jul 2019 • Jetlir Duraj, Kevin He
Diminishing sensitivity induces a preference over news skewness: gradual bad news, one-shot good news is worse than one-shot resolution, which is in turn worse than gradual good news, one-shot bad news.
