Narrow search
Showing 1 - 10 of 112
Cover Image
Standardized versus customized portfolio : a compensating variation approach
Palma, André de; Prigent, Jean-Luc - 2009
Persistent link: https://www.econbiz.de/10003811687
Cover Image
What is the impact of stock market contagion on an investor's portfolio choice?
Branger, Nicole; Kraft, Holger; Meinerding, Christoph - 2009
Stocks are exposed to the risk of sudden downward jumps. Additionally, a crash in one stock (or index) can increase the risk of crashes in other stocks (or indices). Our paper explicitly takes this contagion risk into account and studies its impact on the portfolio decision of a CRRA investor...
Persistent link: https://www.econbiz.de/10009764762
Cover Image
What is the impact of stock market contagion on an investor's portfolio choice?
Branger, Nicole; Kraft, Holger; Meinerding, Christoph - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 94-112
Persistent link: https://www.econbiz.de/10009517592
Cover Image
Asset allocation and liquidity breakdowns : what if your broker does not answer the phone?
Diesinger, Peter M.; Kraft, Holger; Seifried, Frank Thomas - In: Finance and stochastics 14 (2010) 3, pp. 343-374
Persistent link: https://www.econbiz.de/10010216488
Cover Image
Cash flow multipliers and optimal investment decisions
Kraft, Holger; Schwartz, Eduardo S. - 2010
Persistent link: https://www.econbiz.de/10003951821
Cover Image
Optimal portfolios with stochastic interest rates and defaultable assets
Kraft, Holger - 2004
Persistent link: https://www.econbiz.de/10002018962
Cover Image
Financial crisis and investor behavior : editorial
Ben Ameur, Hachmi; Ftiti, Zied; Louhichi, Wael; … - In: Journal of economic behavior & organization 223 (2024), pp. 307-310
Persistent link: https://www.econbiz.de/10014553333
Cover Image
How to invest optimally in corporate bonds : a reduced-form approach
Kraft, Holger; Steffensen, Mogens - In: Journal of economic dynamics & control 32 (2008) 2, pp. 348-385
Persistent link: https://www.econbiz.de/10003639696
Cover Image
Portfolio optimization and performance analysis
Prigent, Jean-Luc - 2007
Persistent link: https://www.econbiz.de/10003355187
Cover Image
Portfolio problems stopping at first hitting time with application to default risk
Kraft, Holger; Steffensen, Mogens - In: Mathematical methods of operations research 63 (2006) 1, pp. 123-150
Persistent link: https://www.econbiz.de/10003285476