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~person:"Kraft, Holger"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Glossary included"
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Kapitaleinkommen
Portfolio-Management
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24
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12
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5
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Kraft, Holger
Fabozzi, Frank J.
80
Wong, Wing Keung
47
Zaremba, Adam
42
Satchell, Stephen
38
Hammoudeh, Shawkat
34
Korn, Ralf
33
Kang, Sang Hoon
32
Auer, Benjamin R.
31
Escobar, Marcos
31
Guidolin, Massimo
31
Prigent, Jean-Luc
31
Zagst, Rudi
31
Li, Duan
30
Platen, Eckhard
30
Zhou, Guofu
30
Tiwari, Aviral Kumar
29
Levy, Haim
28
Martellini, Lionel
28
Faff, Robert W.
26
Lo, Andrew W.
26
Mensi, Walid
26
Maurer, Raimond
25
Post, Thierry
25
Xuan Vinh Vo
25
Young, Virginia R.
25
Clare, Andrew D.
24
Forsyth, Peter A.
24
Hens, Thorsten
24
Jarrow, Robert A.
24
Titman, Sheridan
24
Ur Rehman, Mobeen
24
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23
Scherer, Bernd
23
Vanduffel, Steven
23
Andreu, Laura
22
Markowitz, Harry
22
McAleer, Michael
22
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22
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Journal of economic dynamics & control
6
Journal of banking & finance
4
Finance and stochastics
3
European journal of operational research : EJOR
2
International journal of theoretical and applied finance
2
Mathematical methods of operations research
2
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ECONIS (ZBW)
24
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1
What is the impact of stock market contagion on an investor's portfolio choice?
Branger, Nicole
;
Kraft, Holger
;
Meinerding, Christoph
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 94-112
Persistent link: https://www.econbiz.de/10009517592
Saved in:
2
Asset allocation and liquidity breakdowns : what if your broker does not answer the phone?
Diesinger, Peter M.
;
Kraft, Holger
;
Seifried, Frank Thomas
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 343-374
Persistent link: https://www.econbiz.de/10010216488
Saved in:
3
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
Saved in:
4
Portfolio problems stopping at first hitting time with application to default risk
Kraft, Holger
;
Steffensen, Mogens
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003285476
Saved in:
5
Optimal portfolios with stochastic short rate : pitfalls when the short rate is non-Gaussian or the market price of risk is unbounded
Kraft, Holger
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 767-796
Persistent link: https://www.econbiz.de/10003911240
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Optimal housing, consumption, and investment decisions over the life cycle
Kraft, Holger
;
Munk, Claus
- In:
Management science : journal of the Institute for …
57
(
2011
)
6
,
pp. 1025-1041
Persistent link: https://www.econbiz.de/10009237441
Saved in:
10
Consumption-portfolio optimization with recursive utility in incomplete markets
Kraft, Holger
;
Seifried, Frank Thomas
;
Steffensen, Mogens
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 161-196
Persistent link: https://www.econbiz.de/10009682287
Saved in:
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