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 1 1 70 0 1 4 247
Total Working Papers 0 1 1 70 0 1 4 247


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 0 124 1 1 4 267
CREDIT MODELING UNDER JUMP DIFFUSIONS WITH EXPONENTIALLY DISTRIBUTED JUMPS — STABLE CALIBRATION, DYNAMICS AND GAP RISK 0 1 1 1 0 1 3 6
Efficient and robust portfolio optimization in the multivariate Generalized Hyperbolic framework 0 0 0 0 0 2 3 4
Fair valuation of insurance contracts under Lévy process specifications 0 0 1 47 0 0 1 116
Minimal q-entropy martingale measures for exponential time-changed Lévy processes 0 0 0 6 1 1 1 36
Sharing and growth in general random multiplicative environments 0 0 1 5 0 0 5 20
The dynamics of wealth, profit, and sustainable advantage 0 0 0 0 0 0 0 1
When are path-dependent payoffs suboptimal? 0 0 0 12 0 2 4 43
Total Journal Articles 0 1 3 195 2 7 21 493


Statistics updated 2020-09-04