Showing 1 - 7 of 7
Questionnaire data is used to identify socio-demographic as well as the risk-awareness characteristics of users offended on the Internet. The data comprises a representative sample of 3,000 individuals, containing information on employment, education, age, the frequency of Internet usage and...
Persistent link: https://www.econbiz.de/10011545955
This paper applies recently developed procedures to monitor and date so-called "financial market dislocations", defined as periods in which substantial deviations from arbitrage parities take place. In particular, we focus on deviations from the triangular arbitrage parity for exchange rate...
Persistent link: https://www.econbiz.de/10012254820
In this article we study the expected rank problem under full information. Our approach uses the planar Poisson approach from Gnedin (2007) to derive the expected rank of a stopping rule that is one of the simplest non-trivial examples combining rank dependent rules with threshold rules. This...
Persistent link: https://www.econbiz.de/10013006630
An investor faces a sequence of high-risk investment opportunities. The investor ranks the corresponding projects seen so far and must immediately decide whether and how much to invest into the currently observed opportunity. Returns are realized at the end of the investment horizon, where only...
Persistent link: https://www.econbiz.de/10013210925
This paper applies recently developed procedures to monitor and date so-called "financial market dislocations", defined as periods in which substantial deviations from arbitrage parities take place. In particular, we focus on deviations from the triangular arbitrage parity for exchange rate...
Persistent link: https://www.econbiz.de/10012251074
Persistent link: https://www.econbiz.de/10011868301
An investor faces a sequence of high-risk investment opportunities. The investor ranks the corresponding projects seen so far and must decide whether and how much to invest into the currently observed opportunity. Returns are realized at the end of the investment horizon, where only a small...
Persistent link: https://www.econbiz.de/10013405227