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source:"econis"
subject:"Estimation"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Kraft, Holger"
~subject:"Mathematische Optimierung"
~subject:"Portfolio-Management"
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Kraft, Holger
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International journal of theoretical and applied finance
SAFE working paper
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
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Journal of economic dynamics & control
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European journal of operational research : EJOR
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Mathematical methods of operations research
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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
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Optimal portfolios with defaultable securities a firm value approach
Korn, Ralf
;
Kraft, Holger
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 793-819
Persistent link: https://www.econbiz.de/10001862125
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