Details about Pawel Kilber

Access statistics for papers by Pawel Kilber.

Last updated 2016-12-08. Update your information in the RePEc Author Service.

Short-id: pki261

Working Papers

2016

1. Portfolio analysis in jump-diffusion model with power-law tails
   Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences

2014

2. Optimal consumption and investment in the economy with infinite number of consumption goods
   MPRA Paper, University Library of Munich, Germany

2008

3. A Proposal of Portfolio Choice for Infinitely Divisible Distributions of Assets Returns
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2016

1. A puzzle of excessive equity risk premium and the case of Poland
   "e-Finanse", 2016, 12, (1), 1-11
2. POLONIA dynamics during the years 2006–2012 and the effectiveness of the monetary Policy of the National Bank of Poland
   Empirica, 2016, 43, (1), 37-59 View citations (1)

2014

3. ESTIMATION OF RISK NEUTRAL MEASURE FOR POLISH STOCK MARKET
   "e-Finanse", 2014, 10, (2), 28-37

2013

4. ECONOMETRIC MODELS IN RESIDENT VALUE OF INVESTMENT
   Oeconomia Copernicana, 2013, 4, (3), 49-63

2011

5. Jumps Activity and Singularity Spectra for Instruments in the Polish Financial Market
   Dynamic Econometric Models, 2011, 11, 171-184