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Entropy and the value of information for investors

Citations

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Cited by:

  1. Antonio Cabrales & Olivier Gossner & Roberto Serrano, 2012. "The Appeal of Information Transactions," Working Papers 2012-13, Brown University, Department of Economics.
  2. Annie Liang & Xiaosheng Mu & Vasilis Syrgkanis, 2017. "Dynamic Information Acquisition from Multiple Sources," PIER Working Paper Archive 17-023, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 17 Aug 2017.
  3. Alexis Toda, 2015. "Bayesian general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 375-411, February.
  4. Antonio Jiménez-Martínez, 2015. "A model of belief influence in large social networks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 59(1), pages 21-59, May.
  5. Antony Millner & Daniel Heyen, 2017. "Valuing predictability," GRI Working Papers 260, Grantham Research Institute on Climate Change and the Environment.
  6. Luc Bridet & Margaret Leighton, 2015. "The Major Decision: Labor Market Implications of the Timing of Specialization in College," Discussion Paper Series, School of Economics and Finance 201510, School of Economics and Finance, University of St Andrews.
  7. Daehyun Kim & Ichiro Obara, 2024. "Weighted Garbling," Papers 2410.21694, arXiv.org.
  8. Russell Golman & George Loewenstein & Andras Molnar & Silvia Saccardo, 2022. "The Demand for, and Avoidance of, Information," Management Science, INFORMS, vol. 68(9), pages 6454-6476, September.
  9. Athey, Susan & Levin, Jonathan, 2018. "The value of information in monotone decision problems," Research in Economics, Elsevier, vol. 72(1), pages 101-116.
  10. Arrondel, Luc & Calvo-Pardo, Hector & Giannitsarou, Chryssi & Haliassos, Michael, 2022. "Informative social interactions," Journal of Economic Behavior & Organization, Elsevier, vol. 203(C), pages 246-263.
  11. Ehud Lehrer & Tao Wang, 2024. "The value of information in stopping problems," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(2), pages 619-648, September.
  12. Cabrales, Antonio & Gossner, Olivier & Serrano, Roberto, 2017. "A normalized value for information purchases," Journal of Economic Theory, Elsevier, vol. 170(C), pages 266-288.
  13. Tian, Jianrong, 2024. "Informational separability and entropy," Journal of Economic Theory, Elsevier, vol. 216(C).
  14. Xiaosheng Mu & Luciano Pomatto & Philipp Strack & Omer Tamuz, 2021. "From Blackwell Dominance in Large Samples to Rényi Divergences and Back Again," Econometrica, Econometric Society, vol. 89(1), pages 475-506, January.
  15. Kyungmin Kim & Benjamin Lester & Braz Camargo, 2012. "Subsidizing Price Discovery," 2012 Meeting Papers 338, Society for Economic Dynamics.
  16. Nielsen, Kirby, 2020. "Preferences for the resolution of uncertainty and the timing of information," Journal of Economic Theory, Elsevier, vol. 189(C).
  17. Michel de Lara & Olivier Gossner, 2020. "Payoffs-Beliefs Duality and the Value of Information," Post-Print hal-01941006, HAL.
  18. Kim, Yonggyun, 2023. "Comparing information in general monotone decision problems," Journal of Economic Theory, Elsevier, vol. 211(C).
  19. Stark, Oded & Jakubek, Marcin & Falniowski, Fryderyk, 2014. "Reconciling the Rawlsian and the utilitarian approaches to the maximization of social welfare," Economics Letters, Elsevier, vol. 122(3), pages 439-444.
  20. Tommaso Denti & Massimo Marinacci & Aldo Rustichini, 2022. "Experimental Cost of Information," American Economic Review, American Economic Association, vol. 112(9), pages 3106-3123, September.
  21. Luciano Pomatto & Philipp Strack & Omer Tamuz, 2018. "The Cost of Information: The Case of Constant Marginal Costs," Papers 1812.04211, arXiv.org, revised Feb 2023.
  22. Ehud Lehrer & Tao Wang, 2022. "The Value of Information in Stopping Problems," Papers 2205.06583, arXiv.org.
  23. Bellalah, Mondher, 2016. "Shadow costs of incomplete information and short sales in the valuation of the firm and its assets," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 406-419.
  24. Akisik, Orhan & Gal, Graham, 2023. "IFRS, financial development and income inequality: An empirical study using mediation analysis," Economic Systems, Elsevier, vol. 47(2).
  25. Parnes, Dror, 2024. "Copper-to-gold ratio as a leading indicator for the 10-Year Treasury yield," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
  26. Zongxia Liang & Qi Ye, 2024. "Optimal information acquisition for eliminating estimation risk," Papers 2405.09339, arXiv.org.
  27. Mensch, Jeffrey, 2021. "Rational inattention and the monotone likelihood ratio property," Journal of Economic Theory, Elsevier, vol. 196(C).
  28. Vasile BRÄ‚TIAN, 2018. "Evaluation of Options using the Monte Carlo Method and the Entropy of Information," Expert Journal of Economics, Sprint Investify, vol. 6(2), pages 35-43.
  29. Chady Jabbour & Anis Hoayek & Jean-Michel Salles, 2022. "Formalizing a Two-Step Decision-Making Process in Land Use: Evidence from Controlling Forest Clearcutting Using Spatial Information," Land, MDPI, vol. 12(1), pages 1-17, December.
  30. Shorrer, Ran I., 2018. "Entropy and the value of information for investors: The prior-free implications," Economics Letters, Elsevier, vol. 164(C), pages 62-64.
  31. Andrew Kosenko, 2021. "Algebraic Properties of Blackwell's Order and A Cardinal Measure of Informativeness," Papers 2110.11399, arXiv.org.
  32. Michel de Lara & Olivier Gossner, 2019. "Payoffs-Beliefs Duality and the Value of Information," Working Papers hal-01941006, HAL.
  33. Khan, M. Ali & Yu, Haomiao & Zhang, Zhixiang, 2024. "On comparisons of information structures with infinite states," Journal of Economic Theory, Elsevier, vol. 218(C).
  34. Agostino Manduchi, 2013. "Non-neutral information costs with match-value uncertainty," Journal of Economics, Springer, vol. 109(1), pages 1-25, May.
  35. Lindbeck, Assar & Weibull, Jörgen, 2020. "Delegation of investment decisions, and optimal remuneration of agents," European Economic Review, Elsevier, vol. 129(C).
  36. Ambuehl, Sandro & Li, Shengwu, 2018. "Belief updating and the demand for information," Games and Economic Behavior, Elsevier, vol. 109(C), pages 21-39.
  37. Volha Audzei, 2015. "Information Acquisition and Excessive Risk: Impact of Policy Rate and Market Volatility," CERGE-EI Working Papers wp536, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  38. Tsakas, Elias, 2020. "Robust scoring rules," Theoretical Economics, Econometric Society, vol. 15(3), July.
  39. Braz Camargo, 2011. "Career Concerns: A Human Capital Perspective," 2011 Meeting Papers 1274, Society for Economic Dynamics.
  40. Mariana Cunha & António Osório & Ricardo Ribeiro, 2016. "Endogenous product design and quality with rationally inattentive consumers," Working Papers de Economia (Economics Working Papers) 03, Católica Porto Business School, Universidade Católica Portuguesa.
  41. Michel De Lara & Olivier Gossner, 2017. "An instrumental approach to the value of information," Working Papers 2017-49, Center for Research in Economics and Statistics.
  42. Jaehyuk Choi & Lan Ju & Jian Li & Zhiyong Tu, 2023. "Information extraction and artwork pricing," Papers 2302.08167, arXiv.org.
  43. De Liu & Adib Bagh, 2020. "Preserving Bidder Privacy in Assignment Auctions: Design and Measurement," Management Science, INFORMS, vol. 66(7), pages 3162-3182, July.
  44. Li, Jian & Zhou, Junjie, 2016. "Blackwell's informativeness ranking with uncertainty-averse preferences," Games and Economic Behavior, Elsevier, vol. 96(C), pages 18-29.
  45. Mondher Bellalah & Akeb Hakim & Kehan Si & Detao Zhang, 2022. "Long term optimal investment with regime switching: inflation, information and short sales," Annals of Operations Research, Springer, vol. 313(2), pages 1373-1386, June.
  46. Mondher bellalah, 2018. "Pricing derivatives in the presence of shadow costs of incomplete information and short sales," Annals of Operations Research, Springer, vol. 262(2), pages 389-411, March.
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