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2007-05-03Buch DOI: 10.18452/4043
From Animal Baits to Investors’ Preference
dc.contributor.authorRitov, Ya’acov
dc.contributor.authorHärdle, Wolfgang
dc.date.accessioned2017-06-15T23:25:34Z
dc.date.available2017-06-15T23:25:34Z
dc.date.created2007-05-04
dc.date.issued2007-05-03
dc.identifier.issn1860-5664
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4695
dc.description.abstractWe consider two semiparametric models for the weight function in a biased sample model. The object of our interest parametrizes the weight function, and it is either Euclidean or non Euclidean. One of the models discussed in this paper is motivated by the estimation the mixing distribution of individual utility functions in the DAX market.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.subjectMixture distributioneng
dc.subjectInverse problemeng
dc.subjectRisk aversioneng
dc.subjectExponential mixtureeng
dc.subjectEmpirical pricing kerneleng
dc.subjectDAXeng
dc.subjectMarket utility functioneng
dc.subject.ddc330 Wirtschaft
dc.titleFrom Animal Baits to Investors’ Preference
dc.typebook
dc.subtitleEstimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples
dc.identifier.urnurn:nbn:de:kobv:11-10077498
dc.identifier.doihttp://dx.doi.org/10.18452/4043
local.edoc.container-titleSonderforschungsbereich 649: Ökonomisches Risiko
local.edoc.pages25
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2007
local.edoc.container-issue24
local.edoc.container-year2007
local.edoc.container-erstkatid2195055-6

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