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Hedging structured credit products during the credit crisis : a horse race of 10 models
Ascheberg, Marius; Bick, Björn; Kraft, Holger - In: Journal of banking & finance 37 (2013) 5, pp. 1687-1705
Persistent link: https://www.econbiz.de/10009729477
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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
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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
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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
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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