Details about Stefan Kassberger

Access statistics for papers by Stefan Kassberger.

Last updated 2019-01-22. Update your information in the RePEc Author Service.

Short-id: pka800

Working Papers

2010

1. The Dynamics of Wealth, Profit and Sustainable Advantage
   LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy
   See also Journal Article The dynamics of wealth, profit, and sustainable advantage, Strategic Management Journal, Wiley Blackwell (2012) View citations (8) (2012)

Journal Articles

2017

1. Sharing and growth in general random multiplicative environments
   European Journal of Operational Research, 2017, 258, (1), 193-206 View citations (1)

2013

2. CREDIT MODELING UNDER JUMP DIFFUSIONS WITH EXPONENTIALLY DISTRIBUTED JUMPS — STABLE CALIBRATION, DYNAMICS AND GAP RISK
   International Journal of Theoretical and Applied Finance (IJTAF), 2013, 16, (04), 1-26 View citations (2)

2012

3. The dynamics of wealth, profit, and sustainable advantage
   Strategic Management Journal, 2012, 33, (12), 1384-1410 View citations (8)
   See also Working Paper The Dynamics of Wealth, Profit and Sustainable Advantage, LEM Papers Series (2010) (2010)
4. When are path-dependent payoffs suboptimal?
   Journal of Banking & Finance, 2012, 36, (5), 1304-1310 View citations (3)

2011

5. Efficient and robust portfolio optimization in the multivariate Generalized Hyperbolic framework
   Quantitative Finance, 2011, 11, (10), 1503-1516 View citations (15)
6. Minimal q-entropy martingale measures for exponential time-changed Lévy processes
   Finance and Stochastics, 2011, 15, (1), 117-140 View citations (1)

2008

7. Fair valuation of insurance contracts under Lévy process specifications
   Insurance: Mathematics and Economics, 2008, 42, (1), 419-433 View citations (12)

2006

8. A fully parametric approach to return modelling and risk management of hedge funds
   Financial Markets and Portfolio Management, 2006, 20, (4), 472-491 View citations (17)