vetta project

I recently completed a finance paper on the implications of prospect theory for portfolio choice and asset pricing. I worked on this with Prof. Enrico De Giorgi during my post doc at the Swiss Finance Institute. This post is meant as an introduction to this work; the full paper can be downloaded here.

It’s been a while since my journal paper on universal intelligence came out, and even longer since the intelligence order relation was published by Hutter that this was based on. Since then there have been a number of reactions; here I will make some comments in response.
One point of contention concerns whether efficiency should [...]