Kent Osband

Independent

SCHOLARLY PAPERS

8

DOWNLOADS

451

SSRN CITATIONS

0

CROSSREF CITATIONS

8

Scholarly Papers (8)

1.

Economic Crisis in a Shortage Economy

Number of pages: 26 Posted: 15 Feb 2006
Kent Osband
Independent
Downloads 134 (271,920)

Abstract:

Loading...

2.

General Equilibrium Under Shortage: A Generalized Barro-Grossman Model

Number of pages: 33 Posted: 15 Feb 2006
Kent Osband
Independent
Downloads 92 (352,741)

Abstract:

Loading...

3.

Energy Pricing in the Soviet Union

Number of pages: 18 Posted: 15 Feb 2006
Kent Osband
Independent
Downloads 71 (410,684)

Abstract:

Loading...

4.

Can the Release of a Monetary Overhang Trigger Hyperinflation?

Number of pages: 36 Posted: 15 Feb 2006
Shoukang Lin and Kent Osband
affiliation not provided to SSRN and Independent
Downloads 62 (440,708)

Abstract:

Loading...

5.

Independent Currency Authorities: An Analytic Primer

Number of pages: 30 Posted: 15 Feb 2006
Delano Villanueva and Kent Osband
World Bank and Independent
Downloads 54 (470,282)

Abstract:

Loading...

6.

Index Number Biases During Price Liberalization

Number of pages: 33 Posted: 15 Feb 2006
Kent Osband
Independent
Downloads 38 (541,279)

Abstract:

Loading...

7.

Vargamma Stress Tests

Journal Of Investment Management (JOIM), Second Quarter 2013
Posted: 15 Jun 2013
Kent Osband
Independent

Abstract:

Loading...

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

8.

Vargamma: A Unified Measure of Portfolio Risk

Journal of Investment Management (JOIM), First Quarter 2013
Posted: 20 May 2013
Kent Osband
Independent

Abstract:

Loading...

Portfolio optimization, Value-at-Risk, stress tests, expected utility, certainty equivalent, tail risk estimation, cumulants, variance-gamma distributions