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subject:"Portfolio-Management"
type_genre:"Sammlung"
~person:"Kraft, Holger"
~subject:"Credit risk"
~type_genre:"Aufsatz in Zeitschrift"
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ECONIS (ZBW)
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11
On the stability of continuous-time portfolio problems with stochastic opportunity set
Korn, Ralf
;
Kraft, Holger
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 403-414
Persistent link: https://www.econbiz.de/10002125556
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12
Optimal portfolios with defaultable securities a firm value approach
Korn, Ralf
;
Kraft, Holger
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 793-819
Persistent link: https://www.econbiz.de/10001862125
Saved in:
13
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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