The Price of Information

By Sebastian Jaimungal, Xiaofei Shi

Published 2024-03-07

Everscope rating

1103.4

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Stochastic Control. Problem types: Portfolio Optimization, Information Valuation.

arXiv:2402.11864 · Paper rankings

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