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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Kraft, Holger"
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European journal of operational research : EJOR
Mathematical finance : an international journal of mathematics, statistics and financial theory
SAFE working paper
10
Journal of economic dynamics & control
6
Journal of banking & finance
4
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
3
Finance and stochastics
3
SAFE Working Paper
3
Essays on empirical asset pricing and consumption-portfolio choice
2
International journal of theoretical and applied finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematical methods of operations research
2
Working paper series / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
2
CESifo Working Paper
1
CESifo working papers
1
CFS working paper series
1
Department of Economics discussion paper series / University of Oxford
1
Discussion papers / CEPR
1
European financial management : the journal of the European Financial Management Association
1
Insurance / Mathematics & economics
1
Journal of mathematical economics
1
Lecture Notes in Economics and Mathematical Systems
1
Lecture notes in economics and mathematical systems : LNEMS
1
Lecture notes in economics and mathematical systems : operations research, computer science, social science
1
NBER Working Paper
1
NBER working paper series
1
Netspar Discussion Paper
1
Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
1
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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On the stability of continuous-time portfolio problems with stochastic opportunity set
Korn, Ralf
;
Kraft, Holger
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 403-414
Persistent link: https://www.econbiz.de/10002125556
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2
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:
3
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
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