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~isPartOf:"Essays on empirical asset pricing, dynamic asset allocation, and contagion effects"
~isPartOf:"Finance and stochastics"
~person:"Kraft, Holger"
~subject:"Derivative"
~subject:"Theory"
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Kraft, Holger
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
Finance and stochastics
Journal of economic dynamics & control
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When do jumps matter for portfolio optimization?
Ascheberg, Marius
;
Branger, Nicole
;
Kraft, Holger
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 147-182)
.
2013
Persistent link: https://www.econbiz.de/10010412566
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2
Long-run relations between labor income, stock prices, and house prices and their implications for household decisions
Ascheberg, Marius
;
Kraft, Holger
;
Munk, Claus
;
Weiss, Farina
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 97-146)
.
2013
Persistent link: https://www.econbiz.de/10010412567
Saved in:
3
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
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