1 citations · 1 across the 2 of their papers we have counts for
2 papers
econ.TH2024
The social value of overreaction to information
Matteo Bizzarri, Daniele d'Arienzo
We study the welfare effects of overreaction to information in the form of diagnostic expectations in markets with asymmetric information, and the effect of a simple intervention i…
q-fin.GN2019★ 1 cited
Lost in Diversification
Marco Bardoscia, Daniele d'Arienzo, Matteo Marsili +1
As financial instruments grow in complexity more and more information is neglected by risk optimization practices. This brings down a curtain of opacity on the origination of risk,…