Code for 'How much should we care about what others know? Jump signals in optimal investment under relative performance concerns' (Q6768352): Difference between revisions
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Latest revision as of 15:16, 20 November 2025
Software published at Zenodo repository.
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Code for 'How much should we care about what others know? Jump signals in optimal investment under relative performance concerns' |
Software published at Zenodo repository. |
Statements
The following Python scripts accompany the paper "How Much Should We Care About What Others Know? Jump Signals in Optimal Investment Under Relative Performance Concerns." They generate the results and plots presented in the "Case Studies and Financial-Economic Discussion" section of the paper.
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27 March 2025
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