JENS J KRÜGER

Biographic Data

ID	5739675
NAME	JENS J KRÜGER
GIVEN NAMES	JENS J
FAMILY NAME	KRÜGER
SIGNATURE	KRÜGER J J
AFFILIATIONS	Friedrich Schiller University Jena
ORCID	0000-0001-5494-649X
VERIFIED	Yes
TOTAL WORKS	5
TOTAL CITATIONS	2
AUTHOR COUNT	5
EDITOR COUNT	0
FIRST PUBLICATION YEAR	2004
LATEST PUBLICATION YEAR	2021
H-INDEX	1

Nonparametric portfolio efficiency measurement with higher moments
Open AccessJENS J KRÜGERARTICLEEmpirical Economics2021
The paper considers a nonparametric approach to determine portfolio efficiency using specific directions toward the portfolio frontier function. This approach allows for a straightforward incorporation of higher moments of the returns distribution beyond mean and variance. The nonparametric approach is extended by the computation of optimal directions endogenously by maximizing the distance toward the portfolio frontier as a novel methodological …
The origins of terrorism: Cross-country estimates of socio-economic determinants of terrorism
Open AccessAndreas Freytag, JENS J KRÜGER et al.ARTICLEEuropean Journal of Political…2011
Prior research has concluded that socio-economic development does not significantly affect terrorism. We take an alternative view. First, we note that a country's socio-economic circumstances affect terrorists' behavior through terrorism's opportunity costs. We argue that this reasoning also holds for the case of supreme value terrorism. Then, we run a series of negative binomial regressions for 110 countries between 1971 and 2007 to test the hyp…
Knowledge and Creative Destruction over the Industry Life Cycle: The Case of the German Automobile Industry
Open AccessUwe Cantner, JENS J KRÜGER et al.ARTICLEEconomica2009References: 27
The paper investigates how pre‐entry experience, post‐entry experience and innovative activity affected the survival of German automobile firms over the period 1886–1936. A statistical survival analysis is performed which links instrumental variable estimation with the Cox regression. The main results are that all three knowledge components exert an independent and significantly positive effect on firm survival. Moreover, innovative activity is a…
The Twin Peaks in National Income: Parametric and Nonparametric Estimates
Open AccessUwe Cantner, Bernd Ebersberger et al.ARTICLERevue économique2004Cited by: 1
The Twin Peaks in National Income: Parametric and Nonparametric Estimates
Uwe Cantner, Bernd Ebersberger et al.ARTICLERevue économique2004Cited by: 1References: 3
La forme en pics jumeaux (ou bi-modale) de la distribution du revenu par tête est une question largement débattue dans les recherches en économie de la croissance. Les données montrent que la distribution du revenu national commence avec une structure uni-modale en 1960 et évolue par la suite vers une structure bi-modale ou en pics jumeaux. Le résultat empirique peut être reproduit au moyen d’un modèle basé théoriquement sur le principe de synerg…

The Twin Peaks in National Income: Parametric and Nonparametric Estimates
Open AccessUwe Cantner, Bernd Ebersberger et al.ARTICLERevue économique2004Cited by: 1
The Twin Peaks in National Income: Parametric and Nonparametric Estimates
Uwe Cantner, Bernd Ebersberger et al.ARTICLERevue économique2004Cited by: 1References: 3
La forme en pics jumeaux (ou bi-modale) de la distribution du revenu par tête est une question largement débattue dans les recherches en économie de la croissance. Les données montrent que la distribution du revenu national commence avec une structure uni-modale en 1960 et évolue par la suite vers une structure bi-modale ou en pics jumeaux. Le résultat empirique peut être reproduit au moyen d’un modèle basé théoriquement sur le principe de synerg…
Knowledge and Creative Destruction over the Industry Life Cycle: The Case of the German Automobile Industry
Open AccessUwe Cantner, JENS J KRÜGER et al.ARTICLEEconomica2009References: 27
The paper investigates how pre‐entry experience, post‐entry experience and innovative activity affected the survival of German automobile firms over the period 1886–1936. A statistical survival analysis is performed which links instrumental variable estimation with the Cox regression. The main results are that all three knowledge components exert an independent and significantly positive effect on firm survival. Moreover, innovative activity is a…
The origins of terrorism: Cross-country estimates of socio-economic determinants of terrorism
Open AccessAndreas Freytag, JENS J KRÜGER et al.ARTICLEEuropean Journal of Political…2011
Prior research has concluded that socio-economic development does not significantly affect terrorism. We take an alternative view. First, we note that a country's socio-economic circumstances affect terrorists' behavior through terrorism's opportunity costs. We argue that this reasoning also holds for the case of supreme value terrorism. Then, we run a series of negative binomial regressions for 110 countries between 1971 and 2007 to test the hyp…
Nonparametric portfolio efficiency measurement with higher moments
Open AccessJENS J KRÜGERARTICLEEmpirical Economics2021
The paper considers a nonparametric approach to determine portfolio efficiency using specific directions toward the portfolio frontier function. This approach allows for a straightforward incorporation of higher moments of the returns distribution beyond mean and variance. The nonparametric approach is extended by the computation of optimal directions endogenously by maximizing the distance toward the portfolio frontier as a novel methodological …