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How to invest optimally in corporate bonds : a reduced-form approach
Kraft, Holger; Steffensen, Mogens - In: Journal of economic dynamics & control 32 (2008) 2, pp. 348-385
Persistent link: https://www.econbiz.de/10003639696
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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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Large traders and illiquid options : Hedging vs. manipulation
Kraft, Holger; Kühn, Christoph - In: Journal of economic dynamics & control 35 (2011) 11, pp. 1898-1915
Persistent link: https://www.econbiz.de/10009316466
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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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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
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How to invest optimally in corporate bonds: A reduced-form approach
Kraft, Holger; Steffensen, Mogens - In: Journal of economic dynamics & control 32 (2008) 2, pp. 348-385
Persistent link: https://www.econbiz.de/10007898791
Cover Image
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/10010171814
Cover Image
Large traders and illiquid options: Hedging vs. manipulation
Kraft, Holger; Kühn, Christoph - In: Journal of economic dynamics & control 35 (2011) 11, pp. 1898-1916
Persistent link: https://www.econbiz.de/10009331090
Cover Image
How to invest optimally in corporate bonds: A reduced-form approach
Kraft, Holger; Steffensen, Mogens - In: Journal of economic dynamics & control 32 (2008) 2, pp. 348-386
Persistent link: https://www.econbiz.de/10008880280