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subject:"Portfolio-Management"
type_genre:"Sammlung"
~person:"Cvitanić, Jakša"
~person:"Kraft, Holger"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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Portfolio-Management
Theorie
48
Theory
48
Portfolio selection
27
Stochastic process
8
Stochastischer Prozess
8
Hedging
7
Agency theory
5
Prinzipal-Agent-Theorie
5
Börsenkurs
4
CAPM
4
Credit risk
4
Dynamic programming
4
Dynamische Optimierung
4
Incomplete market
4
Kreditrisiko
4
Mathematical programming
4
Mathematische Optimierung
4
Option pricing theory
4
Option trading
4
Optionsgeschäft
4
Optionspreistheorie
4
Share price
4
Unvollkommener Markt
4
Finanzmathematik
3
Lebenszyklus
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Allgemeines Gleichgewicht
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Sammlung
Aufsatz in Zeitschrift
Thesis
Article in journal
26
Arbeitspapier
10
Graue Literatur
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10
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English
27
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Cvitanić, Jakša
Kraft, Holger
Fabozzi, Frank J.
41
Korn, Ralf
30
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
Forsyth, Peter A.
18
Wang, Ruodu
18
Post, Thierry
17
Wong, Hoi Ying
17
Gollier, Christian
16
Liang, Zongxia
16
Chen, Zhiping
15
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Sass, Jörn
15
Vanduffel, Steven
15
Yao, Haixiang
15
Cui, Xiangyu
14
Rüschendorf, Ludger
14
Siu, Tak Kuen
14
Koo, Hyeng-keun
13
Kwon, Roy H.
13
Maurer, Raimond
13
Račev, Svetlozar T.
13
Zariphopoulou-Souganidis, Thaleia
13
Zeng, Yan
13
Zhou, Guofu
13
Bernard, Carole
12
Dai, Min
12
Guerard, John Baynard
12
Kim, Woo Chang
12
Li, Xun
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
Annals of finance
1
Journal of banking & finance
1
Journal of economic theory
1
Journal of financial economics
1
Journal of mathematical economics
1
Lecture notes in economics and mathematical systems : LNEMS
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of finance : journal of the European Finance Association
1
The review of financial studies
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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
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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