Jacob Stromberg

Swiss Finance Institute

Ph.D. Student

Rämistrasse 71

Zürich, CH-8006

Switzerland

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 26,248

SSRN RANKINGS

Top 26,248

in Total Papers Downloads

1,927

SSRN CITATIONS
Rank 27,931

SSRN RANKINGS

Top 27,931

in Total Papers Citations

3

CROSSREF CITATIONS

24

Scholarly Papers (3)

1.

Managerial Incentives to Take Asset Risk

Swiss Finance Institute Research Paper No. 10-18
Number of pages: 60 Posted: 25 Apr 2010 Last Revised: 19 Jun 2019
Marc Chesney, Jacob Stromberg and Alexander F. Wagner
University of Zurich - Department of Banking and Finance, Swiss Finance Institute and University of Zurich - Department of Banking and Finance
Downloads 1,380 (14,467)
Citation 32

Abstract:

Loading...

Executive compensation, managerial incentives, risk-shifting, asset risk-taking, compound options, financial crisis, write-downs

2.

Time-Changed Lévy LIBOR Market Model: Pricing and Joint Estimation of the Cap Surface and Swaption Cube

Swiss Finance Institute Research Paper No. 12-23
Number of pages: 68 Posted: 24 May 2012 Last Revised: 22 May 2013
Markus Leippold and Jacob Stromberg
University of Zurich - Department of Banking and Finance and Swiss Finance Institute
Downloads 370 (85,816)
Citation 3

Abstract:

Loading...

LIBOR market models, time-changed Lévy process, caps volatilities, swaption cube, unscented Kalman filter

3.

Strategic Technology Adoption and Hedging under Incomplete Markets

Swiss Finance Institute Research Paper No. 14-73
Number of pages: 53 Posted: 18 Oct 2014 Last Revised: 06 Jan 2015
Markus Leippold and Jacob Stromberg
University of Zurich - Department of Banking and Finance and Swiss Finance Institute
Downloads 177 (181,809)

Abstract:

Loading...

Real Options; Incomplete Markets; Technology Adoption; Optimal Portfolio Choice; Hedging