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subject:"Portfolio-Management"
type_genre:"Sammlung"
~isPartOf:"Journal of economic dynamics & control"
~person:"Kraft, Holger"
~subject:"Credit risk"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
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Kraft, Holger
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5
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Journal of economic dynamics & control
European journal of operational research : EJOR
2
International journal of theoretical and applied finance
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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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