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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
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Article . 2024
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SIAM Journal on Financial Mathematics
Article . 2024 . Peer-reviewed
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Article . 2024
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Short Communication: The Price of Information

Short communication: the price of information
descriptionPublicationkeyboard_double_arrow_right Article 05 Aug 2024 English Publisher:Society for Industrial & Applied Mathematics (SIAM)Journal:SIAM Journal on Financial Mathematics, volume 15, pages SC54-SC67 (eissn: 1945-497X, Copyright policy )Funded by:NSERC | unidentified
Authors: Sebastian Jaimungal; Xiaofei Shi 0004;

doi: 10.1137/24m1644791

Short Communication: The Price of Information

Abstract

zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Related Organizations
Keywords

price of information, Economics of information, portfolio maximization, Portfolio theory, trading with partial information, informed trading, Optimal stochastic control

  • BIP!
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    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 1
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Average
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1
Average
Average
Average
Related to Research communities
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