Vassar College Digital Library

Vassar Scholarship

Vassar Scholarship, the institutional repository formerly known as Digital Window, reflects the research and scholarly output of the Vassar College community.  It provides access to a variety of collections, including senior theses and projects across a wide range of disciplines.

A bug in the system: speculations on cybernetics, superorganisms, and simulated serendipity

Publication Date
2016-January-01
Document Type
Authors
Department or Program
Document Type
Access Level
Abstract

What is a cybernetic organism in the age of digital imagining? Where can we find a historical nexus between the methods used to models systems and the increasing velocity of digital images? How do bodies fracture and congeal when integrated...

View

Limited arbitrage, segmentation, and investor heterogeneity: Why the law of one price so often fails

Publication Date
2003-August-28
Document Type
Department or Program
Document Type
Abstract

There are numerous examples of assets with identical payout streams being priced differently. These violations of the law of one price result from two factors. First, investors have heterogeneous asset valuations so that if two groups of investors trade in...

View

The portfolio allocation effects of investor sentiment about the ability of managers to beat the market

Publication Date
2003-February-03
Document Type
Department or Program
Document Type
Abstract

I present a model that can transform discounts on closed-end mutual funds into a measure of investor sentiment about the ability of fund managers to beat the market. This measure of sentiment varies positively with capital flows into actively managed...

View