//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Portfolio-Management"
type_genre:"Sammlung"
~person:"Kraft, Holger"
~subject:"Credit risk"
~subject:"Life cycle"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Credit risk
Life cycle
Theorie
20
Theory
20
Portfolio selection
12
Stochastic process
7
Stochastischer Prozess
7
Dynamic programming
4
Dynamische Optimierung
4
Lebenszyklus
3
Allgemeines Gleichgewicht
2
Ansteckungseffekt
2
CAPM
2
Contagion effect
2
General equilibrium
2
Incomplete market
2
Insolvency
2
Insolvenz
2
Kreditrisiko
2
Mathematical programming
2
Mathematische Optimierung
2
Portfolio choice
2
Recursive utility
2
Risikoprämie
2
Risk premium
2
Social preferences
2
Stochastic differential utility
2
Unvollkommener Markt
2
Verification theorem
2
Welt
2
World
2
1791-2009
1
Agency theory
1
Analysis
1
Asset allocation
1
Asset pricing
1
Backward stochastic differential equation
1
Biometrics
1
Biometrie
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Sammlung
Aufsatz in Zeitschrift
Article in journal
14
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Aufsatz im Buch
3
Book section
3
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
14
Author
All
Kraft, Holger
Fabozzi, Frank J.
46
Jarrow, Robert A.
29
Korn, Ralf
29
Escobar, Marcos
27
Li, Duan
25
Wong, Wing Keung
25
Zagst, Rudi
25
Gouriéroux, Christian
20
Markowitz, Harry
20
Prigent, Jean-Luc
20
Wang, Ruodu
19
Capponi, Agostino
18
Forsyth, Peter A.
18
Wong, Hoi Ying
18
Gollier, Christian
17
Post, Thierry
17
Siu, Tak Kuen
17
Jeanblanc, Monique
16
Liang, Zongxia
16
Chen, Zhiping
15
Cvitanić, Jakša
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Rüschendorf, Ludger
15
Vanduffel, Steven
15
Yao, Haixiang
15
Zeng, Yan
15
Brigo, Damiano
14
Cui, Xiangyu
14
Das, Sanjiv R.
14
Rösch, Daniel
14
Bernard, Carole
13
Bielecki, Tomasz R.
13
Crook, Jonathan N.
13
Koo, Hyeng-keun
13
Kwon, Roy H.
13
Munk, Claus
13
more ...
less ...
Published in...
All
Journal of economic dynamics & control
3
European journal of operational research : EJOR
2
International journal of theoretical and applied finance
2
Mathematical methods of operations research
2
Finance and stochastics
1
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of finance : journal of the European Finance Association
1
Scandinavian actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Solving life-cycle problems with biometric risk by artificial insurance markets
Hambel, Christoph
;
Kraft, Holger
;
Munk, Claus
- In:
Scandinavian actuarial journal
2022
(
2022
)
4
,
pp. 307-327
Persistent link: https://www.econbiz.de/10013370641
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Consumption-portfolio optimization with recursive utility in incomplete markets
Kraft, Holger
;
Seifried, Frank Thomas
;
Steffensen, Mogens
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 161-196
Persistent link: https://www.econbiz.de/10009682287
Saved in:
9
Optimal portfolios with stochastic short rate : pitfalls when the short rate is non-Gaussian or the market price of risk is unbounded
Kraft, Holger
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 767-796
Persistent link: https://www.econbiz.de/10003911240
Saved in:
10
Bankruptcy, counterparty risk, and contagion
Kraft, Holger
;
Steffensen, Mogens
- In:
Review of finance : journal of the European Finance …
11
(
2007
)
2
,
pp. 209-252
Persistent link: https://www.econbiz.de/10003714179
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->