Vicky Henderson - Regret in Trading Decisions: An Empirical Study
| Dates: | 8 May 2024 |
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| Times: | 15:00 - 16:00 |
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| What is it: | Seminar |
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| Organiser: | Department of Mathematics |
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Vicky Henderson (University of Warwick) will speak at the Probability seminar.
In this talk, we will present a simple model of asset sales under dynamic regret. We will use this to motivate our empirical study of trading decisions using a large discount brokerage dataset. Our focus is to test how regret induced by not selling a stock at its maximum price shapes the propensity to sell. We undertake a number of descriptive analyses and more formal analysis via proportional hazard modelling. Joint work with Julia Brettschneider (Warwick) and Giovanni Burro (Heidelberg).
Travel and Contact Information
Find event
Lewis Fry Richardson Room G.207
Alan Turing Building
Manchester
