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Predicting Insurance Demand from Risk Attitudes
Jaspersen, Johannes Gerd; Ragin, Marc A.; Sydnor, Justin R. - 2022
Can measured risk attitudes and associated structural models predict insurance demand? In an experiment (n = 1,730), we … parameterize seventeen common structural models (e.g., expected utility, cumulative prospect theory). Subjects also make twelve …
Persistent link: https://www.econbiz.de/10013312498
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Predicting Insurance Demand from Risk Attitudes
Jaspersen, Johannes G. - 2019
Can measured risk attitudes and associated structural models predict insurance demand? In an experiment (n = 1,730), we … parameterize seventeen common structural models (e.g., expected utility, cumulative prospect theory). Subjects also make twelve …
Persistent link: https://www.econbiz.de/10012480452
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How well can experts predict farmers' choices in risky gambles?
Schaak, Henning; Rommel, Jens; Sagebiel, Julian; … - 2023
Persistent link: https://www.econbiz.de/10014305725
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Marktpreisprognose in kontrollierten Auktionen : Relevanz, Durchführung und empirischer Verfahrensvergleich
Sommer, Friedrich - 2012
Persistent link: https://www.econbiz.de/10009661534
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Marktpreisprognose in kontrollierten Auktionen : Relevanz, Durchführung und empirischer Verfahrensvergleich
Sommer, Friedrich - 2012
wissenschaftlichen Schrifttum fast vollständig. In diesem Rahmen leitet Friedrich Sommer auf Basis von Auktionstheorie …
Persistent link: https://www.econbiz.de/10014275484
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Neural network-based mean-variance-skewness model for portfolio selection
Yu, Lean; Wang, Shouyang; Lai, Kin Keung - In: Computers & operations research : and their … 35 (2008) 1, pp. 34-46
Persistent link: https://www.econbiz.de/10003665721
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Bestimmung der Marktrisikoprämie mithilfe von Fremdkapitaltiteln
Berg, Tobias; Willershausen, Timo - 2004
Persistent link: https://www.econbiz.de/10002470548
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Understanding predictability
Menzly, Lior; Santos, Tano; Veronesi, Pietro - In: Journal of political economy 112 (2004) 1,1, pp. 1-47
Persistent link: https://www.econbiz.de/10001939829
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Scoring and Predicting Risk Preferences
Ertek, Gurdal - 2018
This study presents a methodology to determine risk scores of individuals, for a given financial risk preference survey. To this end, we use a regression based iterative algorithm to determine the weights for survey questions in the scoring process. Next, we generate classification models to...
Persistent link: https://www.econbiz.de/10012923456
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The role of big data research methodologies in describing investor risk attitudes and predicting stock market performance : deep learning and risk tolerance
Heo, Wookjae; Kwak, Eun Jin; Grable, John E. - In: Handbook of research on new challenges and global …, (pp. 293-315). 2022
Persistent link: https://www.econbiz.de/10013171821