Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Cash flow multipliers and optimal investment decisions
Kraft, Holger; Schwartz, Eduardo S. - In: European financial management : the journal of the … 21 (2015) 3, pp. 399-429
Persistent link: https://www.econbiz.de/10011317999