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Ziel der Arbeit war es, die praktische Umsetzung des Wissenskreislaufs im Call-Center zu untersuchen. Es wird gezeigt, in welchem Grad die theoretischen Ansprüche des Wissensmanagements in die Praxis umgesetzt werden und wie Wissensmanagement auf den unterschiedlichen Ebenen eines Call-Centers...
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In this master thesis a mechanism to test mononicity of empirical pricing kernels (EPK) is presented. By testing monotonicity of pricing kernel we can determine whether utility function is concave or not. Strictly decreasing pricing kernel corresponds to concave utility function while...
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Extreme Value Theory (EVT) is given, which tries precisely to analyze the behavior at the tail of a bivariate distribution …
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This paper introduces a behavioural model and an algorithm that allow define classes of investors and draw the size each of them from financial data. The nonparametric pricing kernel estimated from stocks and options quotes allows to derive an estimate of the market utility. At the micro level...
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