Concepedia

Stefan Kassberger

SK

Statistics

Publications

4

Citations

114

H-Index

4

Active since

2006

Affiliations

Frankfurt School of Finance & Management(Current)

Helmholtz-Institute Ulm

Universität Ulm

Stefan Kassberger is an author at Frankfurt School of Finance & Management specializing in business, finance, and financial economics.

Publications per year

2006–2011

4

Publications

4

Efficient and robust portfolio optimization in the multivariate Generalized Hyperbolic framework

Martin Hellmich, Stefan Kassberger · Quantitative Finance · 2011 · 37 citations

, , +17

Fair valuation of insurance contracts under Lévy process specifications

Stefan Kassberger, Rüdiger Kiesel, Thomas Liebmann · Insurance Mathematics and Economics · 2007 · 35 citations

, , +15

A fully parametric approach to return modelling and risk management of hedge funds

Stefan Kassberger, Rüdiger Kiesel · Financial markets and portfolio management · 2006 · 31 citations

, , +16

When are path-dependent payoffs suboptimal?

Stefan Kassberger, Thomas Liebmann · Journal of Banking & Finance · 2011 · 11 citations

, , +3

1–4 of 4