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Sonderforschungsbereich 649: Ökonomisches Risiko, Humboldt-Universität Berlin >
SFB 649 Discussion Papers, HU Berlin >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/25196
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Ritov, Ya'acov | | en_US |
| dc.contributor.author | | Härdle, Wolfgang Karl | | en_US |
| dc.date.accessioned | | 2008-02-19 | | en_US |
| dc.date.accessioned | | 2009-07-23T14:44:44Z | | - |
| dc.date.available | | 2009-07-23T14:44:44Z | | - |
| dc.date.issued | | 2007 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/25196 | | - |
| dc.description.abstract | | We consider two semiparametric models for the weight function in a bias sample model. The object of our interest parametrizes the weight function, and it is either Euclidean or non Euclidean. One of the models discussed in this paper is motivated by the estimation the mixing distribution of individual utility functions in the DAX market. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | SFB 649, Economic Risk Berlin | | en_US |
| dc.relation.ispartofseries | | SFB 649 discussion paper 2007,024 | | en_US |
| dc.subject.jel | | C10 | | en_US |
| dc.subject.jel | | C14 | | en_US |
| dc.subject.jel | | D01 | | en_US |
| dc.subject.jel | | D81 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | Mixture distribution | | en_US |
| dc.subject.keyword | | Inverse problem | | en_US |
| dc.subject.keyword | | Risk aversion | | en_US |
| dc.subject.keyword | | Exponential mixture | | en_US |
| dc.subject.keyword | | Empirical pricing kernel | | en_US |
| dc.subject.keyword | | DAX | | en_US |
| dc.subject.keyword | | Market utility function | | en_US |
| dc.subject.stw | | Nichtparametrisches Verfahren | | en_US |
| dc.subject.stw | | Stichprobenverfahren | | en_US |
| dc.subject.stw | | Bias | | en_US |
| dc.subject.stw | | Anlageverhalten | | en_US |
| dc.subject.stw | | Präferenztheorie | | en_US |
| dc.subject.stw | | Risikoaversion | | en_US |
| dc.subject.stw | | Theorie | | en_US |
| dc.subject.stw | | Deutschland | | en_US |
| dc.title | | From animal baits to investors' preference: estimating and demixing of the weight function in semiparametric models for biased samples | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 558539165 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| Appears in Collections: | | SFB 649 Discussion Papers, HU Berlin
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