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 | 3 | 9 | 10 | 269 |
| Total Working Papers | 0 | 0 | 0 | 71 | 3 | 9 | 10 | 269 |
| 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 | 0 | 6 | 7 | 285 |
| CREDIT MODELING UNDER JUMP DIFFUSIONS WITH EXPONENTIALLY DISTRIBUTED JUMPS — STABLE CALIBRATION, DYNAMICS AND GAP RISK | 0 | 0 | 0 | 2 | 0 | 3 | 4 | 14 |
| Efficient and robust portfolio optimization in the multivariate Generalized Hyperbolic framework | 0 | 0 | 0 | 1 | 1 | 4 | 5 | 13 |
| Fair valuation of insurance contracts under Lévy process specifications | 0 | 0 | 0 | 49 | 0 | 5 | 6 | 128 |
| Minimal q-entropy martingale measures for exponential time-changed Lévy processes | 0 | 0 | 0 | 6 | 0 | 1 | 4 | 41 |
| Sharing and growth in general random multiplicative environments | 0 | 0 | 0 | 7 | 2 | 5 | 11 | 38 |
| The dynamics of wealth, profit, and sustainable advantage | 0 | 0 | 0 | 0 | 0 | 2 | 5 | 8 |
| When are path-dependent payoffs suboptimal? | 0 | 0 | 0 | 13 | 3 | 11 | 15 | 68 |
| Total Journal Articles | 0 | 0 | 0 | 206 | 6 | 37 | 57 | 595 |
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