Kent Osband

Independent

SCHOLARLY PAPERS

8

DOWNLOADS

440

SSRN CITATIONS

0

CROSSREF CITATIONS

8

Scholarly Papers (8)

1.

Economic Crisis in a Shortage Economy

IMF Working Paper No. 91/38
Number of pages: 26 Posted: 15 Feb 2006
Kent Osband
Independent
Downloads 133 (255,451)

Abstract:

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2.

General Equilibrium Under Shortage: A Generalized Barro-Grossman Model

IMF Working Paper No. 91/59
Number of pages: 33 Posted: 15 Feb 2006
Kent Osband
Independent
Downloads 88 (339,644)

Abstract:

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3.

Energy Pricing in the Soviet Union

IMF Working Paper No. 91/125
Number of pages: 18 Posted: 15 Feb 2006
Kent Osband
Independent
Downloads 69 (390,725)

Abstract:

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4.

Can the Release of a Monetary Overhang Trigger Hyperinflation?

IMF Working Paper No. 92/24
Number of pages: 36 Posted: 15 Feb 2006
Shoukang Lin and Kent Osband
affiliation not provided to SSRN and Independent
Downloads 61 (416,256)

Abstract:

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5.

Independent Currency Authorities: An Analytic Primer

IMF Working Paper No. 92/50
Number of pages: 30 Posted: 15 Feb 2006
Delano Villanueva and Kent Osband
World Bank and Independent
Downloads 52 (448,337)

Abstract:

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6.

Index Number Biases During Price Liberalization

IMF Working Paper No. 91/76
Number of pages: 33 Posted: 15 Feb 2006
Kent Osband
Independent
Downloads 37 (512,262)

Abstract:

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7.

Vargamma Stress Tests

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

Abstract:

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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

8.

Vargamma: A Unified Measure of Portfolio Risk

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

Abstract:

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