A normalized value for information purchases

A normalized value for information purchases — Journal of Economic Theory, 170: 266-288, 2017
Authors

Antonio Cabrales

Olivier Gossner

Roberto Serrano

Abstract

Consider agents who are heterogeneous in their preferences and wealth levels. These agents may acquire information prior to choosing an investment that has a property of no-arbitrage, and each piece of information bears a corresponding cost. We associate a numeric index to each information purchase (information-cost pair). This index describes the normalized value of the information purchase: it is the risk-aversion level of the unique CARA agent who is indifferent between accepting and rejecting the purchase, and it is characterized by a “duality” principle that states that agents with a stronger preference for information should engage more often in information purchases. No agent more risk-averse than the index finds it profitable to acquire the information, whereas all agents less risk-averse than the index do. Given an empirically measured range of degrees of risk aversion in a competitive economy with no-arbitrage investments, our model therefore comes close to describing an inverse demand for information, by predicting what pieces of information are acquired by agents and which ones are not. Among several desirable properties, the normalized value formula induces a complete ranking of information structures that extends Blackwell’s classic ordering.

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Journal of Economic Theory, 170: 266-288, 2017

Citation

BibTeX citation:
@article{cabrales2017,
  author = {Cabrales, Antonio and Gossner, Olivier and Serrano, Roberto},
  title = {A Normalized Value for Information Purchases},
  journal = {Journal of Economic Theory},
  date = {2017},
  url = {https://gossner.me/papers/a-normalized-value-for-information-purchases.html},
  langid = {en},
  abstract = {Consider agents who are heterogeneous in their preferences
    and wealth levels. These agents may acquire information prior to
    choosing an investment that has a property of no-arbitrage, and each
    piece of information bears a corresponding cost. We associate a
    numeric index to each information purchase (information-cost pair).
    This index describes the normalized value of the information
    purchase: it is the risk-aversion level of the unique CARA agent who
    is indifferent between accepting and rejecting the purchase, and it
    is characterized by a “duality” principle that states that agents
    with a stronger preference for information should engage more often
    in information purchases. No agent more risk-averse than the index
    finds it profitable to acquire the information, whereas all agents
    less risk-averse than the index do. Given an empirically measured
    range of degrees of risk aversion in a competitive economy with
    no-arbitrage investments, our model therefore comes close to
    describing an inverse demand for information, by predicting what
    pieces of information are acquired by agents and which ones are not.
    Among several desirable properties, the normalized value formula
    induces a complete ranking of information structures that extends
    Blackwell’s classic ordering.}
}
For attribution, please cite this work as:
Cabrales, Antonio, Olivier Gossner, and Roberto Serrano. 2017. “A Normalized Value for Information Purchases.” Journal of Economic Theory. https://gossner.me/papers/a-normalized-value-for-information-purchases.html.