//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Portfolio-Management"
type_genre:"Sammlung"
~person:"Kraft, Holger"
~subject:"Stochastischer Prozess"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Stochastischer Prozess
Theory
Theorie
20
Portfolio selection
12
Stochastic process
7
Dynamic programming
4
Dynamische Optimierung
4
Lebenszyklus
3
Life cycle
3
Allgemeines Gleichgewicht
2
Ansteckungseffekt
2
CAPM
2
Contagion effect
2
Credit risk
2
General equilibrium
2
Incomplete market
2
Insolvency
2
Insolvenz
2
Kreditrisiko
2
Mathematical programming
2
Mathematische Optimierung
2
Portfolio choice
2
Recursive utility
2
Risikoprämie
2
Risk premium
2
Social preferences
2
Stochastic differential utility
2
Unvollkommener Markt
2
Verification theorem
2
Welt
2
World
2
1791-2009
1
Agency theory
1
Analysis
1
Asset allocation
1
Asset pricing
1
Backward stochastic differential equation
1
Biometrics
1
Biometrie
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Sammlung
Aufsatz in Zeitschrift
Article in journal
20
Graue Literatur
20
Non-commercial literature
20
Arbeitspapier
19
Working Paper
19
Aufsatz im Buch
5
Book section
5
Hochschulschrift
2
Thesis
2
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
19
German
1
Author
All
Kraft, Holger
Beladi, Hamid
162
Pestieau, Pierre
159
Güth, Werner
155
Creedy, John
149
Phillips, Peter C. B.
142
Lai, Ching-chong
140
Thisse, Jacques-François
133
Nijkamp, Peter
130
Turnovsky, Stephen J.
126
Tirole, Jean
123
Marjit, Sugata
120
Cremer, Helmuth
119
Broll, Udo
118
Färe, Rolf
116
Long, Ngo Van
116
Mukherjee, Arijit
116
Frey, Bruno S.
115
Lambertini, Luca
113
Acemoglu, Daron
111
Jarrow, Robert A.
106
Laporte, Gilbert
106
Cheng, T. C. E.
102
Tsionas, Efthymios G.
102
Laffont, Jean-Jacques
101
Devereux, Michael B.
99
Stiglitz, Joseph E.
99
Gersbach, Hans
98
Kumbhakar, Subal
98
Miceli, Thomas J.
98
Shogren, Jason F.
97
Quiggin, John C.
96
Buchanan, James M.
94
Franses, Philip Hans
94
Gupta, Rangan
93
Lien, Da-hsiang Donald
93
Michel, Philippe
93
Sappington, David Edward Michael
93
Chao, Chi-Chur
92
Andersen, Torben M.
90
Bossert, Walter
90
more ...
less ...
Published in...
All
Journal of economic dynamics & control
3
European journal of operational research : EJOR
2
International journal of theoretical and applied finance
2
Mathematical methods of operations research
2
European economic review : EER
1
Finance and stochastics
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of economic theory
1
Kredit und Kapital
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
Review of finance : journal of the European Finance Association
1
Scandinavian actuarial journal
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Endogenous habits and equilibrium asset prices
Kraft, Holger
;
Meyer-Wehmann, André
;
Seifried, Frank Thomas
- In:
Journal of economic behavior & organization : JEBO
197
(
2022
),
pp. 279-300
Persistent link: https://www.econbiz.de/10013383266
Saved in:
4
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:
5
Optimal carbon abatement in a stochastic equilibrium model with climate change
Hambel, Christoph
;
Kraft, Holger
;
Schwartz, Eduardo S.
- In:
European economic review : EER
132
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012693147
Saved in:
6
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:
7
The dynamics of crises and the equity premium
Branger, Nicole
;
Kraft, Holger
;
Meinerding, Christoph
- In:
The review of financial studies
29
(
2016
)
1
,
pp. 232-270
Persistent link: https://www.econbiz.de/10011447578
Saved in:
8
Stochastic differential utility as the continuous-time limit of recursive utility
Kraft, Holger
;
Seifried, Frank Thomas
- In:
Journal of economic theory
151
(
2014
),
pp. 528-550
Persistent link: https://www.econbiz.de/10010389572
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->