A normalized value for information purchases
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Publication:2359389
DOI10.1016/j.jet.2017.05.007zbMath1400.91292OpenAlexW2615484688MaRDI QIDQ2359389
Olivier Gossner, Roberto Serrano, Antonio Cabrales
Publication date: 28 June 2017
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/82501/1/Gossner_A%20normalized%20value%20for%20information.pdf
relative entropyKullback-Leibler divergenceinformativenessinformation purchasesBlackwell orderingno-arbitrage investment
Related Items (3)
New characterization of Blackwell's order for subsets of information structures ⋮ Non-neutral information costs with match-value uncertainty ⋮ Payoffs-Beliefs Duality and the Value of Information
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