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Cash flow multipliers and optimal investment decisions

Kraft, Holger; Schwartz, Eduardo S. - 2010

Persistent link: https://www.econbiz.de/10003951821

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

Optimal consumption and investment with Epstein-Zin recursive utility

Kraft, Holger; Seiferling, Thomas; Seifried, Frank Thomas - In: Finance and stochastics 21 (2017) 1, pp. 187-226

Persistent link: https://www.econbiz.de/10011944068

Predictors and portfolios over the life cycle

Kraft, Holger; Munk, Claus; Weiss, Farina - In: Journal of banking & finance 100 (2019), pp. 1-27

Persistent link: https://www.econbiz.de/10012162427

Consumption-portfolio choice with preferences for cash

Kraft, Holger; Weiss, Farina - In: Journal of economic dynamics & control 98 (2019), pp. 40-59

Persistent link: https://www.econbiz.de/10012130690

Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets

Kraft, Holger - 2004

The continuous-time portfolio problem consists of finding the optimal investment strategy of an investor. In the classical Merton problem the investor can allocate his funds to a riskless savings account and risky assets. However, to get explicit results, it is assumed that the interest rates...