Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/136515
Title: INVESTMENT AND THE QUATITY OF DATA ANALYTICS
Authors: TAN HONG MING
Keywords: Investments, value of information, leverage, analytics
Issue Date: 7-Jun-2017
Source: TAN HONG MING (2017-06-07). INVESTMENT AND THE QUATITY OF DATA ANALYTICS. ScholarBank@NUS Repository.
Abstract: We study how the characteristics of investors and investment opportunities and the cost of data analytics affect investment decisions and the quantity of data analytics. We derive an explicit formula for the value and optimal quantity of data analytics for risk-adverse investors in a two period model. We show that lower data analytics costs raises leverage and increases the optimal quantity of data analytics, highly risk-averse investors use less data analytics and data analytics is used most with mediocre investment opportunities.
URI: http://scholarbank.nus.edu.sg/handle/10635/136515
Appears in Collections:Master's Theses (Restricted)

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