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 0 0 0 259
Total Working Papers 0 0 0 71 0 0 0 259


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 1 2 128 0 2 4 278
CREDIT MODELING UNDER JUMP DIFFUSIONS WITH EXPONENTIALLY DISTRIBUTED JUMPS — STABLE CALIBRATION, DYNAMICS AND GAP RISK 0 0 0 2 0 0 0 10
Efficient and robust portfolio optimization in the multivariate Generalized Hyperbolic framework 0 0 0 1 0 0 0 8
Fair valuation of insurance contracts under Lévy process specifications 0 0 0 49 0 0 0 122
Minimal q-entropy martingale measures for exponential time-changed Lévy processes 0 0 0 6 0 0 0 37
Sharing and growth in general random multiplicative environments 0 0 0 7 0 0 0 27
The dynamics of wealth, profit, and sustainable advantage 0 0 0 0 0 0 0 3
When are path-dependent payoffs suboptimal? 0 0 0 13 0 0 2 53
Total Journal Articles 0 1 2 206 0 2 6 538


Statistics updated 2025-03-03