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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

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

Consumption habits and humps

Kraft, Holger; Munk, Claus; Seifried, Frank Thomas; … - In: Economic theory : official journal of the Society for … 64 (2017) 2, pp. 305-330

Persistent link: https://www.econbiz.de/10011740105

Housing habits and their implications for life-cycle consumption and investment

Kraft, Holger; Munk, Claus; Wagner, Sebastian - In: Review of finance : journal of the European Finance … 22 (2018) 5, pp. 1737-1762

Persistent link: https://www.econbiz.de/10012005781

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

Growth options and firm valuation

Kraft, Holger; Schwartz, Eduardo S.; Weiss, Farina - 2013

Persistent link: https://www.econbiz.de/10009727743

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

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

A mean-variance benchmark for household portfolios over the life cycle

Munk, Claus - In: Journal of banking & finance 116 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012489202

Hedging structured credit products during the credit crisis: A horse race of 10 models

Ascheberg, Marius; Bick, Björn; Kraft, Holger - In: Journal of Banking & Finance 37 (2013) 5, pp. 1687-1705

Pricing and hedging structured credit products poses major challenges to financial institutions. This paper puts several valuation approaches through a crucial test: How did these models perform in one of the worst periods of economic history, September 2008, when Lehman Brothers went under? Did...

Persistent link: https://www.econbiz.de/10011065598