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~person:"Kraft, Holger"
~person:"Young, Virginia R."
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Portfoliomanagement"
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Portfolio selection
49
Portfolio-Management
49
Theorie
24
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24
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12
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12
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7
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7
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Aufsatz in Zeitschrift
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Kraft, Holger
Young, Virginia R.
Fabozzi, Frank J.
77
Wong, Wing Keung
47
Satchell, Stephen
38
Zaremba, Adam
35
Hammoudeh, Shawkat
33
Korn, Ralf
33
Kang, Sang Hoon
32
Auer, Benjamin R.
31
Escobar, Marcos
31
Zagst, Rudi
31
Li, Duan
30
Platen, Eckhard
30
Prigent, Jean-Luc
30
Guidolin, Massimo
29
Martellini, Lionel
28
Tiwari, Aviral Kumar
28
Levy, Haim
27
Mensi, Walid
27
Lo, Andrew W.
26
Zhou, Guofu
26
Maurer, Raimond
25
Forsyth, Peter A.
24
Post, Thierry
24
Faff, Robert W.
23
Gallagher, David R.
23
Hens, Thorsten
23
Jarrow, Robert A.
23
Scherer, Bernd
23
Vanduffel, Steven
23
Clare, Andrew D.
22
Markowitz, Harry
22
McAleer, Michael
22
Nguyen, Duc Khuong
22
Wong, Hoi Ying
22
Xuan Vinh Vo
22
Liang, Zongxia
21
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21
Yao, Haixiang
21
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Insurance / Mathematics & economics
13
Journal of economic dynamics & control
7
Finance and stochastics
5
Journal of banking & finance
4
Finance research letters
3
ASTIN bulletin : the journal of the International Actuarial Association
2
European journal of operational research : EJOR
2
International journal of theoretical and applied finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
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2
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1
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ECONIS (ZBW)
49
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1
Asset diversification versus climate action
Hambel, Christoph
;
Kraft, Holger
;
Ploeg, Frederick van der
- In:
International economic review
65
(
2024
)
3
,
pp. 1323-1355
Persistent link: https://www.econbiz.de/10015049335
Saved in:
2
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:
3
When should retirees tap their home equity?
Hambel, Christoph
;
Kraft, Holger
;
Meyer-Wehmann, André
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491715
Saved in:
4
Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 80-96
Persistent link: https://www.econbiz.de/10014446728
Saved in:
5
A simple and nearly optimal investment strategy to minimize the probability of lifetime ruin
Liang, Xiaoqing
;
Young, Virginia R.
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 619-643
Persistent link: https://www.econbiz.de/10013270079
Saved in:
6
Stackelberg differential game for reinsurance : mean-variance framework and random horizon
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 42-55
Persistent link: https://www.econbiz.de/10013271955
Saved in:
7
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:
8
Bowley solution of a mean-variance game in insurance
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 35-43
Persistent link: https://www.econbiz.de/10012545274
Saved in:
9
Maximizing expected exponential utility of consumption with a constraint on expected time in poverty
Li, Dongchen
;
Young, Virginia R.
- In:
Annals of finance
16
(
2020
)
1
,
pp. 63-99
Persistent link: https://www.econbiz.de/10012495962
Saved in:
10
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:
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