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International asset allocation with time-varying correlations
Ang, Andrew; Bekaert, Geert - 1999
Persistent link: https://www.econbiz.de/10001379604
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Optimal carbon abatement in a stochastic equilibrium model with climate change
Hambel, Christoph; Kraft, Holger; Schwartz, Eduardo S. - 2015
Persistent link: https://www.econbiz.de/10010510666
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Portfolio choice with illiquid assets
Ang, Andrew; Papanikolaou, Dimitris; Westerfield, Mark M. - In: Management science : journal of the Institute for … 60 (2014) 11, pp. 2737-2761
Persistent link: https://www.econbiz.de/10010461809
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Factor timing with cross-sectional and time-series predictors
Hodges, Philip; Hogan, Kedreth C.; Peterson, Justin R.; … - In: The journal of portfolio management : a publication of … 44 (2017) 1, pp. 30-43
Persistent link: https://www.econbiz.de/10011877409
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Factor risk premiums and invested capital : calculations with stochastic discount factors
Ang, Andrew; Hogan, Kedreth C.; Shores, Sara - In: The journal of asset management 19 (2018) 3, pp. 145-155
Persistent link: https://www.econbiz.de/10011847731
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International asset allocation with regime shifts
Ang, Andrew; Bekaert, Geert - In: The review of financial studies 15 (2002) 4, pp. 1137-1187
Persistent link: https://www.econbiz.de/10001716088
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Optimal portfolios with defaultable securities a firm value approach
Korn, Ralf; Kraft, Holger - In: International journal of theoretical and applied finance 6 (2003) 8, pp. 793-819
Persistent link: https://www.econbiz.de/10001862125
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Elasticity approach to portfolio optimization
Kraft, Holger - In: Mathematical methods of operations research 58 (2003) 1, pp. 159-182
Persistent link: https://www.econbiz.de/10001788410
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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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Optimal portfolios with stochastic interest rates and defaultable assets
Kraft, Holger - 2004
Persistent link: https://www.econbiz.de/10002018962