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subject:"Portfolio selection"
isPartOf:"Finanzmarkt und Portfolio-Management"
~isPartOf:"Journal of economic dynamics & control"
~person:"Kraft, Holger"
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Portfolio selection
Portfolio-Management
3
Theorie
3
Theory
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Portfolio choice
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Ansteckungseffekt
1
Asset allocation
1
Contagion
1
Contagion effect
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Financial investment
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Growth optimal portfolio
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Hidden state
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Household
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Kapitalanlage
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Life cycle
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Life cycle asset allocation
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Nonlinear filtering
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Privater Haushalt
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Self-exciting processes
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Social preferences
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Social welfare function
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Steuerwirkung
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Stochastic differential game
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Stochastic opportunity set
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Stochastischer Prozess
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Taxation
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Kraft, Holger
Lioui, Abraham
5
Munk, Claus
5
Branger, Nicole
3
Huang, Chi-fu
3
Li, Duan
3
Li, Kai
3
Lillo, Fabrizio
3
Rudolf, Markus
3
Schwartz, Eduardo S.
3
Wolter, Hans-Jürgen
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Zimmermann, Heinz
3
Alexander, Gordon J.
2
Baptista, Alexandre M.
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Chacko, George
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Cong, F.
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Cvitanić, Jakša
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Farmer, J. Doyne
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He, Xue-zhong
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Hindy, Ayman
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Larsen, Linda Sandris
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Li, Bin
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Lin, Qian
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Luenberger, David G.
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Marsili, Matteo
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Maurer, Raimond
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Oosterlee, Cornelis Willebrordus
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Presman, Ernst
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Rustem, Berç
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Schenk-Hoppé, Klaus Reiner
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Steiner, Manfred
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Sun, Xianming
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Teplá, Lucie
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Finanzmarkt und Portfolio-Management
Journal of economic dynamics & control
SAFE working paper
3
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
2
European journal of operational research : EJOR
2
International journal of theoretical and applied finance
2
Mathematical methods of operations research
2
SAFE Working Paper
2
CFS working paper series
1
Finance and stochastics
1
Journal of banking & finance
1
Lecture Notes in Economics and Mathematical Systems
1
Lecture notes in economics and mathematical systems : LNEMS
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Working paper series / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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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