Im Marketing konkurrieren eine Reihe von Theorien um Aufmerksamkeit, Unterstützung durch akademische Forschung und theoretische Glaubwürdigkeit. Es gibt z.B. Ansätze aus so unterschiedlichen Bereichen wie der Volkswirtsc ...

This thesis presents the concept of tail dependence in a financial context as one tool to measure dependence in the extremes of a bivariate distribution. Copulae can separate the problem of estimating a multidimensional ...

This thesis presents and compares the performance of two recently developed classification methods namely the Spatial Stagewise Aggregation procedure and Support Vector Machines. Both techniques are convenient for the ...

In this master thesis a mechanism to test mononicity of empirical pricing kernels (EPK) is presented. By testing monotonicity of pricing kernel we can determine whether utility function is concave or not. Strictly decreasing ...