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of 57
pro vyhledávání: '"Geyer, Alois"'
Based on a unique data set of driving behavior we test whether private in- formation in driving characteristics has significant effects on contract choice and risk in automobile insurance. We define a driving factor based on over- all distance driven
We derive no-arbitrage bounds for expected excess returns to generate scenarios used in financial applications. The bounds allow to distinguish three regions: one where arbitrage opportunities will never exist, a second where arbitrage may be present
Externí odkaz:
http://epub.wu.ac.at/4387/1/EJOR%2DD%2D13%2D01517.pdf
We compare two popular scenario tree generation methods in the context of financial optimization: Moment matching and scenario reduction. Using a simple problem with a known analytic solution, we find that moment matching - accompanied by a check to
Externí odkaz:
http://epub.wu.ac.at/4131/1/scenrednum25_SSRN.pdf
Zur Lehrerevaluation werden häufig die Lernenden gebeten, ihre Lehrenden und deren Lehrverhalten zu beurteilen sowie ihre Zufriedenheit mit dem Unterricht der Lehrkraft anzugeben. Empirische Studien zur Aussagekraft solcher Beurteilungen haben versc
Externí odkaz:
http://epub.wu.ac.at/818/1/document.pdf
A cointegration analysis on a triangle of high frequency exchange rates is presented. Market efficiency requires the triangle to be cointegrated and the cointegration term to be a martingale difference sequence. We find empirical evidence against mar
Externí odkaz:
http://epub.wu.ac.at/1346/1/document.pdf
Publikováno v:
The Journal of Risk and Insurance, 2020 Dec 01. 87(4), 969-995.
Externí odkaz:
https://www.jstor.org/stable/45380594
Publikováno v:
In Quarterly Review of Economics and Finance May 2016 60:180-188
Publikováno v:
In Journal of Economic Dynamics and Control August 2014 45:66-79
Autor:
Geyer, Alois, Ziemba, William T.
Publikováno v:
Operations Research, 2008 Jul 01. 56(4), 797-810.
Externí odkaz:
https://www.jstor.org/stable/25147232
Autor:
Geyer, Alois, Steyrer, Johannes
Publikováno v:
Zeitschrift für Personalforschung / German Journal of Research in Human Resource Management, 1998 Jan 01. 12(4), 377-401.
Externí odkaz:
https://www.jstor.org/stable/23277067