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Risk measurement with spectral capital allocation
Overbeck, Ludger; Sokolova, Maria - In: Applied quantitative finance, (pp. 139-159). 2009
Persistent link: https://www.econbiz.de/10003746012
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Estimating the uncertainty of relative risk aversion
Tödter, Karl-Heinz - In: Applied financial economics letters 4 (2008) 1/3, pp. 25-27
Persistent link: https://www.econbiz.de/10003725309
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Is entrepreneurship a leading or lagging indicator of the business cycle? : evidence from UK self-employment data
Parker, Simon C.; Congregado, Emilio; Golpe, Antonio A. - In: International small business journal : researching … 30 (2012) 7, pp. 736-753
Persistent link: https://www.econbiz.de/10009753455
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Assessing new economic activity : process and performance in new ventures
Dahlqvist, Jonas - 2007
Persistent link: https://www.econbiz.de/10003512290
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Rethinking new venture growth : a time series cluster analysis of biotech startups’ heterogeneous growth trajectories
Göttel, Vincent; Lichtinger, Yasmina; Engelen, Andreas - In: Long range planning : LRP ; international journal of … 57 (2024) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10014529433
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Optimal growth under loss aversion
Rosenblatt-Wisch, Rina - 2005
Persistent link: https://www.econbiz.de/10003317717
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Is the relative risk aversion parameter constant over time? : A multi-country study
Das, Samarjit; Sarkar, Nityananda - In: Empirical economics : a journal of the Institute for … 38 (2010) 3, pp. 605-617
Persistent link: https://www.econbiz.de/10003951628
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Nonparametric estimation of risk-neutral densities
Grith, Maria; Härdle, Wolfgang; Schienle, Melanie - 2010
This chapter deals with nonparametric estimation of the risk neutral density. We present three different approaches … of the risk neutral density. The first estimator is a kernel smoother of the second derivative of call prices, while the … we assume the existence of a stochastic discount factor (pricing kernel) which establishes the risk neutral density …
Persistent link: https://www.econbiz.de/10003953034
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Intertemporal substitution and risk aversion
Hansen, Lars Peter; Heaton, John; Lee, Junghoon; … - 2007
Persistent link: https://www.econbiz.de/10003601695
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Improving fractional integration tests with bootstrap distributions
Andersson, Michael K. (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001714017