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subject:"Portfolio-Management"
type_genre:"Sammlung"
~person:"Kraft, Holger"
~person:"Platen, Eckhard"
~subject:"Expected utility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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Portfolio-Management
Expected utility
Theorie
55
Theory
55
Portfolio selection
28
Stochastic process
14
Stochastischer Prozess
14
CAPM
7
Volatility
7
Volatilität
7
Benchmarking
6
Börsenkurs
6
Share price
6
Yield curve
5
Zinsstruktur
5
Dynamic programming
4
Dynamische Optimierung
4
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4
Incomplete market
4
Option pricing theory
4
Optionspreistheorie
4
Unvollkommener Markt
4
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3
Credit risk
3
Derivat
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Growth optimal portfolio
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Mathematische Optimierung
3
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Welt
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benchmark approach
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37
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37
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English
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Kraft, Holger
Platen, Eckhard
Fabozzi, Frank J.
41
Korn, Ralf
30
Wong, Wing Keung
28
Escobar, Marcos
27
Li, Duan
25
Grant, Simon
24
Zagst, Rudi
21
Gollier, Christian
20
Markowitz, Harry
20
Prigent, Jean-Luc
20
Wang, Ruodu
20
Wong, Hoi Ying
18
Eeckhoudt, Louis R.
17
Forsyth, Peter A.
17
Jarrow, Robert A.
16
Levy, Haim
16
Post, Thierry
16
Li, Zhongfei
15
Lioui, Abraham
15
Marinacci, Massimo
15
Sass, Jörn
15
Vanduffel, Steven
15
Yao, Haixiang
15
Bernard, Carole
14
Chen, Zhiping
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Eichberger, Jürgen
14
Karni, Edi
14
Liang, Zongxia
14
Maurer, Raimond
14
Rüschendorf, Ludger
14
Satchell, Stephen
14
Schmidt, Ulrich
14
Wakker, Peter P.
14
Young, Virginia R.
14
Hens, Thorsten
13
Kwon, Roy H.
13
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International journal of theoretical and applied finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Journal of economic dynamics & control
3
Asia-Pacific financial markets
2
European journal of operational research : EJOR
2
Mathematical methods of operations research
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
Finance and stochastics
1
Journal of banking & finance
1
Lecture notes in economics and mathematical systems : LNEMS
1
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1
The Kyoto economic review
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ECONIS (ZBW)
30
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1
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
Saved in:
2
Bequest motives in consumption-portfolio decisions with recursive utility
Kraft, Holger
;
Munk, Claus
;
Weiss, Farina
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461758
Saved in:
3
Dynamic asset allocation for target date funds under the benchmark approach
Sun, Jin
;
Zhu, Dan
;
Platen, Eckhard
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 449-474
Persistent link: https://www.econbiz.de/10012523252
Saved in:
4
Approximating the growth optimal portfolio and stock price bubbles
Platen, Eckhard
;
Rendek, Renata
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496905
Saved in:
5
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
Saved in:
6
The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos
;
Obłój, Jan
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
Saved in:
7
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
8
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:
9
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
Saved in:
10
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
Saved in:
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