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Osband, Kent's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
278 |
Total
Citations
20 |
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1.
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Osband, Kent
Independent
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62
(182,527)
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5
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2.
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Osband, Kent
Independent
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54
(195,495)
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1
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3.
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Osband, Kent
Independent
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50
(202,373)
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4.
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Lin, Shoukang
affiliation not provided to SSRN Osband, Kent
Independent
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43
(215,829)
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1
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5.
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Osband, Kent
Independent
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41
(219,901)
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6
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6.
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Osband, Kent
Independent
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28
(251,251)
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6
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7.
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Osband, Kent
Independent
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Stress tests, Value-at-Risk, expected utility, certainty equivalent, tail risk estimation, option smiles, cumulant generating functions, cumulants gamma distributions, variance-gamma, distributions, normal-inverse Gaussian distributions
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8.
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Osband, Kent
Independent
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Portfolio optimization, Value-at-Risk, stress tests, expected utility, certainty equivalent, tail risk estimation, cumulants, variance-gamma distributions
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Records 1 -
8
of 8 matches
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1
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