Not logged in.

Contributions published at Quantitative Business Administration

Contribution
Walse Simon, Multi-objective Optimization of Reinsurance Treaties, University of Zurich, Faculty of Business, Economics and Informatics, 2017. (Master's Thesis) null
Vanessa Kummer, Maik Meusel, A Big Data Approach to Estimate Real Estate Demand—Imputation of Search Portal Data, In: INFORMS Conference on Business Analytics & Operations Research. 2017. (Conference Presentation) null
Baumgartner Andreas, An Investigations of "Reputation for Quality": A numerical framework, University of Zurich, Faculty of Business, Economics and Informatics, 2017. (Master's Thesis) null
Nicola Marco Jorio, Publishing delay in acadimic journals: Evidence from Econometrica, University of Zurich, Faculty of Business, Economics and Informatics, 2017. (Master's Thesis) null
Patrik Wittenwiller, Platform Management A Game Theoretic Approach, University of Zurich, Faculty of Business, Economics and Informatics, 2017. (Master's Thesis) null
Wei Qiu, Testing the Early Warning System for Currency Crises, University of Zurich, Faculty of Business, Economics and Informatics, 2017. (Master's Thesis) null
Karl Schmedders, Martin Densing, Evangelos Panos, Oligopolistic capacity expansion with subse- quent market bidding under transmission constraints (OCESM), ARAMIS, Schweiz, https://www.aramis.admin.ch/Default.aspx?DocumentID=46075&Load, 2017. (Published Research Report)
Alena Miftakhova, Kenneth L Judd, Thomas Siegmund Lontzek, Karl Schmedders, Statistical approximation of high-dimensional climate models, In: Swiss Finance Institute Research Paper, No. 16-76, 2016. (Working Paper) In many studies involving complex representation of the Earth's climate, the number of runs for the particular model is highly restricted and the designed set of input scenarios has to be reduced correspondingly. Furthermore, many integrated assessment models, in particular those focusing on intrinsic uncertainty in social decision-making, suffer from poor representations of the climate system ue to computational constraints.In this study, using emission scenarios as input and the temperature anomaly as a predicted response variable, we construct low-dimensional approximations of high-dimensional climate models, as represented by MAGICC. In order to extract as much explanatory power as possible from the high-dimensional climate models, we construct orthogonal emissions scenarios that carry minimum repetitive information. Our method is especially useful when there is pressure to keep the number of scenarios as low as possible. We demonstrate that temperature levels can be inferred immediately from the CO2 emissions data within a one-line model that performs very well on conventional scenarios. Furthermore, we provide a system of equations that is ready to be deployed in macroeconomic optimization models. Thus, our study enhances the methodology applied in the emulation of complex climate models and facilitates the use of more realistic climate representations in economic integrated assessment models.
Claudio Ambühl, Assessing the individual risk tolerance of retail investors - risk profiling in theory and praxis, University of Zurich, Faculty of Business, Economics and Informatics, 2016. (Master's Thesis) null
Vifian Jovan, The relationship between long-dated interest rates and inflation: an application to Zurich Insurance's UK pension fund, University of Zurich, Faculty of Business, Economics and Informatics, 2016. (Master's Thesis) null
Scheitlin Christian, A Cointegration Approach to Compare Corporate Bond Prices in Swiss Franc, Euro, and United States Dollar, University of Zurich, Faculty of Business, Economics and Informatics, 2016. (Master's Thesis) null
Marlene Hinterberger, Prediction Models for Swiss Patents through the National and the European Route, University of Zurich, Faculty of Business, Economics and Informatics, 2016. (Master's Thesis) null
Michael Gwerder, Tracing the Block Chain: A Quantitative Analysis of Block Chain Transactions, University of Zurich, Faculty of Business, Economics and Informatics, 2016. (Master's Thesis) null
Alena Miftakhova, Kenneth L Judd, Thomas S. Lontzek, Karl Schmedders, Statistical Approximation of High-Dimensional Climate Models., In: Econometric Models of Climate Change. 2016. (Conference Presentation) null
Jérémie Schoppig, Riskprofiling in Theorie und Praxis, University of Zurich, Faculty of Business, Economics and Informatics, 2016. (Bachelor's Thesis) null
Karl Schmedders, Walter Edward Pohl, Asset Pricing with Heterogeneous Agents and Long-Run Risk, In: Finance Research Seminar, 2016. (Conference or Workshop Paper published in Proceedings) null
Walt Pohl, External habit: Anything goes, Economics Letters, Vol. 146, 2016. (Journal Article) This paper explores the expressive ability of the external habit mechanism. I show that whenever the stochastic discount factor (SDF) is a function of aggregate consumption, there exists a representative agent external habit model that replicates that SDF. I also show that within this framework the other utility function parameters become indeterminate, in that a different choice of power utility can lead to the exact same SDF. The indeterminacy arises from an ambiguity in the SDF between the externality and individual consumption.
Rick Dür, Algorithmic Trading als Instrument gegen Informationsüberfluss - Eine statistisch fundierte Erarbeitung eines Algorithmus mit dem Versuch, den SMI in Sachen Performance und/oder Sharpe Ratio zu schlagen, University of Zurich, Faculty of Business, Economics and Informatics, 2016. (Master's Thesis) null
Marc Dür, Haben Zoos einen Bildungseffekt? Quantitative Bildungserfolgserhebung am Beispiel des Zoo Zürich, University of Zurich, Faculty of Business, Economics and Informatics, 2016. (Master's Thesis) null
Bruno Afonso, Domestic vs. Cross-Border Mergers & Acquisitions: An Analysis of the U.S. Technology Sector, University of Zurich, Faculty of Business, Economics and Informatics, 2016. (Master's Thesis) null

Previous 1 2 3 456 7 8 9 10..12 Next