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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Kraft, Holger"
~subject:"Hedging"
~type_genre:"Article in journal"
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Kraft, Holger
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Journal of financial and quantitative analysis : JFQA
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Journal of economic dynamics & control
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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Dynamic asset allocation with relative wealth concerns in incomplete markets
Kraft, Holger
;
Meyer-Wehmann, André
;
Seifried, Frank Thomas
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012502492
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2
Partial information about contagion risk, self-exciting processes and portfolio optimization
Branger, Nicole
;
Kraft, Holger
;
Meinerding, Christoph
- In:
Journal of economic dynamics & control
39
(
2014
),
pp. 18-36
Persistent link: https://www.econbiz.de/10010387822
Saved in:
3
Asset allocation over the life cycle : how much do taxes matter?
Fischer, Marcel
;
Kraft, Holger
;
Munk, Claus
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2217-2240
Persistent link: https://www.econbiz.de/10010196889
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