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Schwartz, Eduardo S.
43
Kraft, Holger
20
Longstaff, Francis A.
8
Cortazar, Gonzalo
6
Steffensen, Mogens
6
Trolle, Anders B.
5
Munk, Claus
4
Hsu, Jason C.
3
Bick, Björn
2
Branger, Nicole
2
Korn, Ralf
2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
Schwartz, Eduardo S
1
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1
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1
Thakor, Anjan V.
1
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1
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1
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Working paper / National Bureau of Economic Research, Inc
9
Journal of economic dynamics & control
5
Insurance / Mathematics & economics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The review of financial studies
4
Mathematical methods of operations research
3
The journal of finance : the journal of the American Finance Association
3
Financial analysts' journal : FAJ
2
Journal of banking & finance
2
Review of derivatives research
2
The journal of fixed income
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Energy economics
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Financial management
1
Financial markets and portfolio management
1
Finanzmarkt und Portfolio-Management
1
International journal of finance & economics : IJFE
1
Journal of accounting, auditing & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of forensic economics
1
Journal of mathematical economics
1
Journal of the American Real Estate & Urban Economics Association
1
Kredit und Kapital
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
R & D management
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
The financial review : the official publication of the Eastern Finance Association
1
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1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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1
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
1
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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/10006604818
Saved in:
2
Das aktuelle Stichwort - Aktuelle Finanzderivate für Privatanleger. Produkte aus dem LEGO-Kasten der Emissionsbanken.
Kraft, Holger
;
Trautmann, Siegfried
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
30
(
2001
)
10
,
pp. 539-542
Persistent link: https://www.econbiz.de/10007487581
Saved in:
3
Abhandlungen - Prinzipal-Agent-Beziehung: First-best, second-best und third-best
Kraft, Holger
;
Reichling, Peter
- In:
Kredit und Kapital
33
(
2000
)
2
,
pp. 151-181
Persistent link: https://www.econbiz.de/10007505798
Saved in:
4
Elasticity approach to portfolio optimization
Kraft, Holger
- In:
Mathematical methods of operations research
58
(
2003
)
1
,
pp. 159
Persistent link: https://www.econbiz.de/10006612655
Saved in:
5
Asset allocation with contagion and explicit bankruptcy procedures
Kraft, Holger
;
Steffensen, Mogens
- In:
Journal of mathematical economics
45
(
2009
)
1
,
pp. 147-167
Persistent link: https://www.econbiz.de/10008160156
Saved in:
6
CASH FLOW MULTIPLIERS AND OPTIMAL INVESTMENT DECISIONS
Kraft, Holger
;
Schwartz, Eduardo S
-
2010
Persistent link: https://www.econbiz.de/10008400839
Saved in:
7
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/10008214626
Saved in:
8
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
Saved in:
9
Bond durations: Corporates vs. Treasuries
Kraft, Holger
;
Munk, Claus
- In:
Journal of banking & finance
31
(
2007
)
12
,
pp. 3720-3741
Persistent link: https://www.econbiz.de/10007876221
Saved in:
10
Solving Constrained Consumption-Investment Problems by Simulation of Artificial Market Strategies
Bick, Björn
;
Kraft, Holger
;
Munk, Claus
- In:
Management science : journal of the Institute for …
59
(
2013
)
2
,
pp. 485-503
Persistent link: https://www.econbiz.de/10010073693
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