Rational Inattention and Portfolio Selection

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Investor Attention and FX Market Volatility (2015, unknown): “Huang and Liu (2007) develop a model of portfolio selection in the presence of rational inattention.”
Technical analysis: An asset allocation perspective on the use of moving averages (2009, background): “In this case, the optimal dynamic strategy is known (see, e.g., Kim and Omberg, 1996; Huang and Liu, 2007) and is given by x t ¼ m0 þ m1Xt r gs2s þ ð1 gÞrsxgss ½wðtÞ þ zðtÞXt , (6) where wðtÞ and zðtÞ satisfy the following ordinary differential equations: _wðtÞ þ a1zðtÞwðtÞ þ 12a2wðtÞ þ a4zðtÞ þ a5…”
Investor Attention and Stock Market Volatility (2015, background): “In the spirit of Detemple and Kihlstrom (1987), Veldkamp (2006a,b), Huang and Liu (2007), and Hasler (2012), Φ can be interpreted as the accuracy of news updates observed by the investor.”
Does It Pay to Pay Attention (2018, unknown): “…is costly, it is optimal to alternate long periods of inaction to brief spurs of attention, where information is acquired and investment decisions are made (see Gabaix and Laibson (2002), Abel, Eberly, and Panageas (2007, 2013), Huang and Liu (2007), and Alvarez, Guiso, and Lippi (2012)).”