no code implementations • 24 Sep 2022 • Harry Mamaysky, Yiwen Shen, Hongyu Wu
We develop a novel technique to extract credit-relevant information from the text of quarterly earnings calls.
no code implementations • 21 Apr 2020 • Chenxu Li, Olivier Scaillet, Yiwen Shen
We develop a novel five-component decomposition of optimal dynamic portfolio choice, which reveals the simultaneous impacts from market incompleteness and wealth-dependent utilities.
