Code for 'How much should we care about what others know? Jump signals in optimal investment under relative performance concerns' (Q6768352)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: [[]] |
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.
0 references
27 March 2025
0 references
