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subject:"Portfolio-Management"
type_genre:"Sammlung"
~person:"Cvitanić, Jakša"
~person:"Kraft, Holger"
~subject:"Life cycle"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
Life cycle
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46
Theory
46
Portfolio selection
26
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7
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7
Stochastischer Prozess
7
Agency theory
5
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Cvitanić, Jakša
Kraft, Holger
Fabozzi, Frank J.
42
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Zagst, Rudi
21
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20
Prigent, Jean-Luc
20
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18
Wang, Ruodu
18
Gollier, Christian
17
Post, Thierry
17
Wong, Hoi Ying
17
Liang, Zongxia
16
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15
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
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15
Vanduffel, Steven
15
Yao, Haixiang
15
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14
Rüschendorf, Ludger
14
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14
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13
Koo, Hyeng-keun
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Kwon, Roy H.
13
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13
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13
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Dai, Min
12
Guerard, John Baynard
12
Hens, Thorsten
12
Kim, Woo Chang
12
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12
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Journal of economic dynamics & control
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
European journal of operational research : EJOR
2
Finance and stochastics
2
International journal of theoretical and applied finance
2
Mathematical methods of operations research
2
Mathematics and financial economics
2
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1
Journal of banking & finance
1
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1
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1
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ECONIS (ZBW)
27
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1
Pandemic portfolio choice
Kraft, Holger
;
Weiss, Farina
- In:
European journal of operational research : EJOR
305
(
2023
)
1
,
pp. 451-462
Persistent link: https://www.econbiz.de/10013479223
Saved in:
2
Solving life-cycle problems with biometric risk by artificial insurance markets
Hambel, Christoph
;
Kraft, Holger
;
Munk, Claus
- In:
Scandinavian actuarial journal
2022
(
2022
)
4
,
pp. 307-327
Persistent link: https://www.econbiz.de/10013370641
Saved in:
3
Bequest motives in consumption-portfolio decisions with recursive utility
Kraft, Holger
;
Munk, Claus
;
Weiss, Farina
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461758
Saved in:
4
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:
5
Competition in portfolio management : theory and experiment
Asparouhova, Elena
;
Bossaerts, Peter L.
;
Čopič, Jernej
; …
- In:
Management science : journal of the Institute for …
61
(
2015
)
8
,
pp. 1868-1888
Persistent link: https://www.econbiz.de/10011338808
Saved in:
6
Nonmyopic optimal portfolios in viable markets
Cvitanić, Jakša
;
Malamud, Semyon
- In:
Mathematics and financial economics
8
(
2014
)
1
,
pp. 71-108
Persistent link: https://www.econbiz.de/10010235416
Saved in:
7
On managerial risk-taking incentives when compensation may be hedged against
Cvitanić, Jakša
;
Henderson, Vicky
;
Lazrak, Ali
- In:
Mathematics and financial economics
8
(
2014
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10010491928
Saved in:
8
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:
9
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:
10
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:
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