Access Statistics for Stefan Kassberger

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Dynamics of Wealth, Profit and Sustainable Advantage 0 0 0 71 4 4 5 264
Total Working Papers 0 0 0 71 4 4 5 264


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A fully parametric approach to return modelling and risk management of hedge funds 0 0 0 128 3 4 4 282
CREDIT MODELING UNDER JUMP DIFFUSIONS WITH EXPONENTIALLY DISTRIBUTED JUMPS — STABLE CALIBRATION, DYNAMICS AND GAP RISK 0 0 0 2 1 2 2 12
Efficient and robust portfolio optimization in the multivariate Generalized Hyperbolic framework 0 0 0 1 2 3 3 11
Fair valuation of insurance contracts under Lévy process specifications 0 0 0 49 1 1 2 124
Minimal q-entropy martingale measures for exponential time-changed Lévy processes 0 0 0 6 0 2 3 40
Sharing and growth in general random multiplicative environments 0 0 0 7 0 6 6 33
The dynamics of wealth, profit, and sustainable advantage 0 0 0 0 0 0 3 6
When are path-dependent payoffs suboptimal? 0 0 0 13 2 6 6 59
Total Journal Articles 0 0 0 206 9 24 29 567


Statistics updated 2026-01-09