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Learning and Risk Management Decisions
Lohmaier, Dominik - 2015
Due to the lack of descriptive information about the effectiveness of risk management activities, decision-makers often have to rely on (their own) prior experience with these investments. Thus, we propose a novel, feedback-based approach to examine risk management decisions. We simulate...
Persistent link: https://www.econbiz.de/10013019703
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Sequentielle Methoden zur Aufdeckung von Veränderungen der Erwartungswertstruktur bei finanzwissenschaftlichen Zeitreihen
Severin, Thomas - 1999 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001388996
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A study on the impact of SARS on the forecast of visitor arrivals to China
Chen, Ying-Chih; Kang, Hsin-Hong; Yang, Tzer-Chyun - In: Journal of Asia Pacific business 8 (2007) 1, pp. 31-50
Persistent link: https://www.econbiz.de/10003448111
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On the dynamics of hedge fund risk exposures
Patton, Andrew J.; Ramadorai, Tarun - 2010
Persistent link: https://www.econbiz.de/10003969312
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On the high-frequency dynamics of hedge fund risk exposures
Patton, Andrew J.; Ramadorai, Tarun - In: The journal of finance : the journal of the American … 68 (2013) 2, pp. 597-635
Persistent link: https://www.econbiz.de/10009730850
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On the Dynamics of Hedge Fund Risk Exposures
Patton, Andrew J. - 2011
We propose a new method to capture changes in hedge funds' exposures to risk factors, exploiting information from relatively high frequency conditioning variables. Using a consolidated database of nearly 15,000 individual hedge funds between 1994 and 2009, we find substantial evidence that hedge...
Persistent link: https://www.econbiz.de/10013133777
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On the High-Frequency Dynamics of Hedge Fund Risk Exposures
Patton, Andrew J. - 2014
We propose a new method to model hedge fund risk exposures using relatively high frequency conditioning variables. In a large sample of funds, we find substantial evidence that hedge fund risk exposures vary across and within months, and that capturing within-month variation is more important...
Persistent link: https://www.econbiz.de/10013067763
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The Joneses in Japan: Income comparisons and financial satisfaction
Clark, Andrew E.; Senik, Claudia; Yamada, Katsunori - 2013
This paper uses Japanese data which includes measures of self-declared satisfaction, reference-group income, and the … colleagues, and compare their incomes more. The relationship between satisfaction and others' income is negative, and more … cell-mean income in explaining satisfaction, and would arguably make a useful addition to many existing surveys. …
Persistent link: https://www.econbiz.de/10010332346
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Does relative income matter? : are the critics right?
Layard, Peter R. G. (contributor); Mayraz, Guy (contributor) - 2009
level of life-satisfaction: income comparisons emerge as much the more important. 3) When in our U.S. analysis we introduce …
Persistent link: https://www.econbiz.de/10003868078
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The Joneses in Japan : income comparisons and financial satisfaction
Clark, Andrew E.; Senik-Leygonie, Claudia; Yamada, Katsunori - 2013
This paper uses Japanese data which includes measures of self-declared satisfaction, reference-group income, and the … colleagues, and compare their incomes more. The relationship between satisfaction and others' income is negative, and more … cell-mean income in explaining satisfaction, and would arguably make a useful addition to many existing surveys. -- Income …
Persistent link: https://www.econbiz.de/10009728494