Stefan Kassberger : Citation Profile


Are you Stefan Kassberger?

Frankfurt School of Finance and Management

4

H index

2

i10 index

42

Citations

RESEARCH PRODUCTION:

8

Articles

1

Papers

RESEARCH ACTIVITY:

   11 years (2006 - 2017). See details.
   Cites by year: 3
   Journals where Stefan Kassberger has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 1 (2.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka800
   Updated: 2021-01-02    RAS profile: 2019-01-22    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Stefan Kassberger.

Is cited by:

Chevallier, Julien (4)

Eling, Martin (3)

Goutte, Stéphane (2)

Sévi, Benoît (2)

Johan, Sofia (2)

Cumming, Douglas (2)

Ballotta, Laura (1)

Mercuri, Lorenzo (1)

Leippold, Markus (1)

tibiletti, luisa (1)

Lee, Chien-Chiang (1)

Cites to:

Grosen, Anders (2)

Fehr, Ernst (2)

Eling, Martin (2)

Jørgensen, Peter (2)

Schmidt, Klaus (2)

Ballotta, Laura (2)

Laeven, Roger (1)

Stentoft, Lars (1)

Solomon, Sorin (1)

Leland, Hayne (1)

de Farias, Aquiles (1)

Main data


Where Stefan Kassberger has published?


Recent works citing Stefan Kassberger (2020 and 2019)


YearTitle of citing document
2020Introducing LIVA to measure long‐term firm performance. (2020). Siggelkow, Nicolaj ; Wibbens, Phebo D. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:5:p:867-890.

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2019Tail risk measures and risk allocation for the class of multivariate normal mean–variance mixture distributions. (2019). Kim, So-Yeun . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:145-157.

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2019Managing sustainability orientation: An empirical investigation of manufacturing firms. (2019). Kim, Jinhwan ; Jagani, Sandeep ; Hong, Paul ; Youn, Sun Hee. In: International Journal of Production Economics. RePEc:eee:proeco:v:211:y:2019:i:c:p:71-81.

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2019Corporate Social Responsibility Activity Combinations for Sustainability: A Fuzzy Set Analysis of Korean Firms. (2019). Kwon, Hyukjun ; Kim, Hyeob. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:24:p:7078-:d:296439.

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2020Robust portfolio optimization: a categorized bibliographic review. (2020). Xidonas, Panos ; Hassapis, Christis ; Steuer, Ralph. In: Annals of Operations Research. RePEc:spr:annopr:v:292:y:2020:i:1:d:10.1007_s10479-020-03630-8.

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2020On the construction of optimal payoffs. (2020). Vanduffel, Steven ; Ruschendorf, L. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00272-9.

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2020Pricing and hedging defaultable participating contracts with regime switching and jump risk. (2020). Su, Xiaoshan ; Quittard-Pinon, Franois ; le Courtois, Olivier. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-020-00276-w.

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2020MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING. (2020). Schmidt, Wolfgang M ; Jokhadze, Valeriane. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:23:y:2020:i:02:n:s0219024920500120.

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Works by Stefan Kassberger:


YearTitleTypeCited
2012The dynamics of wealth, profit, and sustainable advantage In: Strategic Management Journal.
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article4
2010The Dynamics of Wealth, Profit and Sustainable Advantage.(2010) In: LEM Papers Series.
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This paper has another version. Agregated cites: 4
paper
2017Sharing and growth in general random multiplicative environments In: European Journal of Operational Research.
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article0
2008Fair valuation of insurance contracts under Lévy process specifications In: Insurance: Mathematics and Economics.
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article11
2012When are path-dependent payoffs suboptimal? In: Journal of Banking & Finance.
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article2
2006A fully parametric approach to return modelling and risk management of hedge funds In: Financial Markets and Portfolio Management.
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article15
2011Minimal q-entropy martingale measures for exponential time-changed Lévy processes In: Finance and Stochastics.
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article0
2011Efficient and robust portfolio optimization in the multivariate Generalized Hyperbolic framework In: Quantitative Finance.
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article8
2013CREDIT MODELING UNDER JUMP DIFFUSIONS WITH EXPONENTIALLY DISTRIBUTED JUMPS — STABLE CALIBRATION, DYNAMICS AND GAP RISK In: International Journal of Theoretical and Applied Finance (IJTAF).
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article2

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