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~person:"Kraft, Holger"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Portfoliomanagement"
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Portfolio selection
23
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23
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12
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5
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5
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3
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Kraft, Holger
Fabozzi, Frank J.
77
Wong, Wing Keung
47
Satchell, Stephen
37
Hammoudeh, Shawkat
33
Korn, Ralf
33
Zaremba, Adam
33
Escobar, Marcos
31
Zagst, Rudi
31
Li, Duan
30
Platen, Eckhard
30
Prigent, Jean-Luc
30
Guidolin, Massimo
29
Kang, Sang Hoon
29
Auer, Benjamin R.
28
Martellini, Lionel
28
Levy, Haim
27
Lo, Andrew W.
26
Tiwari, Aviral Kumar
26
Zhou, Guofu
26
Maurer, Raimond
25
Young, Virginia R.
25
Faff, Robert W.
23
Forsyth, Peter A.
23
Gallagher, David R.
23
Hens, Thorsten
23
Jarrow, Robert A.
23
Mensi, Walid
23
Post, Thierry
23
Scherer, Bernd
23
Markowitz, Harry
22
McAleer, Michael
22
Vanduffel, Steven
22
Wong, Hoi Ying
22
Clare, Andrew D.
21
Nguyen, Duc Khuong
21
Van Vuuren, Gary
21
Yao, Haixiang
21
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20
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Journal of economic dynamics & control
6
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4
Finance and stochastics
3
European journal of operational research : EJOR
2
International journal of theoretical and applied finance
2
Mathematical methods of operations research
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ECONIS (ZBW)
23
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1
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:
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
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
Consumption-portfolio choice with preferences for cash
Kraft, Holger
;
Weiss, Farina
- In:
Journal of economic dynamics & control
98
(
2019
),
pp. 40-59
Persistent link: https://www.econbiz.de/10012130690
Saved in:
6
Predictors and portfolios over the life cycle
Kraft, Holger
;
Munk, Claus
;
Weiss, Farina
- In:
Journal of banking & finance
100
(
2019
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012162427
Saved in:
7
Optimal consumption and investment with Epstein-Zin recursive utility
Kraft, Holger
;
Seiferling, Thomas
;
Seifried, Frank Thomas
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 187-226
Persistent link: https://www.econbiz.de/10011944068
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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