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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Mathematical methods of operations research"
~person:"Kraft, Holger"
~subject:"Game theory"
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Kraft, Holger
Fudenberg, Drew
14
Liesiö, Juuso
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Dekel-Tabak, Eddie
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Levine, David K.
8
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Dutta, Bhaskar
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Journal of economic theory
European journal of operational research : EJOR
Journal of empirical finance
Mathematical methods of operations research
Journal of economic dynamics & control
3
SAFE working paper
3
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
2
International journal of theoretical and applied finance
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CFS working paper series
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Finance and stochastics
1
Journal of banking & finance
1
Lecture Notes in Economics and Mathematical Systems
1
Lecture notes in economics and mathematical systems : LNEMS
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Working paper series / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
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ECONIS (ZBW)
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Pandemic portfolio choice
Kraft, Holger
;
Weiss, Farina
- In:
European journal of operational research : EJOR
305
(
2023
)
1
,
pp. 451-462
Persistent link: https://www.econbiz.de/10013479223
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2
A dynamic programming approach to constrained portfolios
Kraft, Holger
;
Steffensen, Mogens
- In:
European journal of operational research : EJOR
229
(
2013
)
2
,
pp. 453-461
Persistent link: https://www.econbiz.de/10009757976
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3
Portfolio problems stopping at first hitting time with application to default risk
Kraft, Holger
;
Steffensen, Mogens
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003285476
Saved in:
4
Elasticity approach to portfolio optimization
Kraft, Holger
- In:
Mathematical methods of operations research
58
(
2003
)
1
,
pp. 159-182
Persistent link: https://www.econbiz.de/10001788410
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