110 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Stevens Institute of TechnologyUS2 papers
- California Institute of TechnologyUS1 paper
- ESE Business SchoolCL1 paper
- Massachusetts Institute of TechnologyUS1 paper
- Princeton UniversityUS1 paper
- Sapienza University of RomeIT1 paper
- Technion – Israel Institute of TechnologyIL1 paper
- Universidad de NavarraES1 paper
6 papers
Revisiting the Impact of Upstream Mergers with Downstream Complements and Substitutes
Enrique Ide
I examine how upstream mergers affect negotiated prices when suppliers bargain with a monopoly intermediary selling products to final consumers. Conventional wisdom holds that such…
Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation
Luca Merlo, Lea Petrella, Valentina Raponi
In this paper we propose a multivariate quantile regression framework to forecast Value at Risk (VaR) and Expected Shortfall (ES) of multiple financial assets simultaneously, exten…
Sequential Naive Learning
Itai Arieli, Yakov Babichenko, Manuel Mueller-Frank
We analyze boundedly rational updating from aggregate statistics in a model with binary actions and binary states. Agents each take an irreversible action in sequence after observi…
Knowledge Reuse for Customization: Metamodels in an Open Design Community for 3d Printing
Harris Kyriakou, Jeffrey V Nickerson, Gaurav Sabnis
Theories of knowledge reuse posit two distinct processes: reuse for replication and reuse for innovation. We identify another distinct process, reuse for customization. Reuse for c…
Idea Inheritance, Originality, and Collective Innovation
Harris Kyriakou, Jeffrey V. Nickerson
In order to create new products, inventors search and combine previous ideas. Few studies have examined the characteristics of search that lead to new products; most have focused o…
Social learning equilibria
Elchanan Mossel, Manuel Mueller-Frank, Allan Sly +1
We consider a large class of social learning models in which a group of agents face uncertainty regarding a state of the world, share the same utility function, observe private sig…