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Four Essays on Debt Securitization and Entrepreneurial Finance
Weber, Thomas - 2008
Chapter 1 is joint work with Günter Franke, University of Konstanz, and Markus Herrmann, HSBC London, and addresses the question how collateralized debt obligation (CDO-) transactions are designed. An important issue is the information asymmetry about the quality of securitized debt between...
Persistent link: https://www.econbiz.de/10009471846
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Essays in Behavioral and Experimental Economics
Dürsch, Peter - 2010
Kooperation in einem einmaligen Spiel. Darüber hinaus finden wir keinen Hinweis darauf, dass Risikoaversion ein Faktor ist …
Persistent link: https://www.econbiz.de/10009476200
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Anwendungsorientierte Grundlagenforschung und produktorientierte Anwendungsforschung als Spekulationsgeschäft - ein Anwendungsfall für die Optionspreistheorie
Schultheiß, Rainer - 2000
Die Arbeit hat das Ziel, die ursprünglich rein kapitalmarkttheoretisch ausgelegte Optionspreistheorie für das … den Leitlinien der Optionspreistheorie folgen.Mit einer auf die 16 führenden Pharmaunternehmen bezogenen empirischen … Basic Research and Applied Research increasingly enter the spotlight of R&D Management theory. Although this branch of …
Persistent link: https://www.econbiz.de/10009467496
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Theoretical aspects of long-term evaluation in environmental economics
Traeger, Christian - 2006
economics, decision theory, the economics of sustainability and cost benefit analysis. The thesis is structured in three parts … Konsum. Im zweiten Teil der Arbeit wird ein verallgemeinertes Bewertungsmodell sowie ein neues Konzept der Risikoaversion … eingeführt. Dieses Konzept der intertemporalen Risikoaversion greift einen wichtigen Aspekt des Vorsichtsprinzips auf. Der dritte …
Persistent link: https://www.econbiz.de/10009476176
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Risk Aversion in Inventory Management
Chen, Xin; Sim, Melvyn; Simchi-Levi, David; Sun, Peng - 2004
Traditional inventory models focus on risk-neutral decision makers, i.e., characterizing replenishment strategies that maximize expected total profit, or equivalently, minimize expected total cost over a planning horizon. In this paper, we propose a framework for incorporating risk aversion in...
Persistent link: https://www.econbiz.de/10009432599
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The Role of Exchange Rates in the Intertemporal Risk-Return Relation in International Economies
Bali, Turan G.; Wu, Liuren - 2005
This paper investigates the role of currency denomination in the the intertemporal risk-return relation among G7 countries. Similar to the findings of previous studies, our estimation also shows that the financial markets of the G7 countries are integrated. We obtain significant pricing...
Persistent link: https://www.econbiz.de/10009440704
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Utility Indifference Pricing of Credit Instruments
Sigloch, Georg - 2009
While the market for credit instruments grew continuously in the decade before 2008, its liquidity has dried up significantly in the current crisis, and investors have become aware of the possible consequences of being exposed to credit risk. In this thesis we address these issues by pricing...
Persistent link: https://www.econbiz.de/10009455297
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Essays on Risk Aversion, Diversification and Non-Participation
Hibbert, Ann Marie - 2008
theory) with what traditional theories of finance predict that investors should do (normative theory). …
Persistent link: https://www.econbiz.de/10009460481
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Essays on risk aversion
Neilson, William S. (contributor) - 2006
This dissertation contains three essays on risk aversion. In the first essay, we an-alyze comparative risk aversion in a new way, through a comparative statics problemin which, for a cost, agents can shift from an initial probability distribution towarda preferred distribution. The Ross...
Persistent link: https://www.econbiz.de/10009464852
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Three essays in labor economics: fertility expectations and career choice, specialization and the marriage premium, and estimating risk aversion using labor supply data
Ureta, Manuelita (contributor) - 2007
Chetty's claim that ex-pected utility theory cannot suffciently explain choices under uncertainty in differentdomains. …
Persistent link: https://www.econbiz.de/10009465191