Narrow search
Showing 1 - 7 of 7
Cover Image
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
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
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
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
Cover Image
When should retirees tap their home equity?
Hambel, Christoph; Kraft, Holger; Meyer-Wehmann, André - In: Journal of banking & finance 154 (2023), pp. 1-28
Persistent link: https://www.econbiz.de/10014491715
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
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