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Kraft, Holger
20
Munk, Claus
15
Steffensen, Mogens
15
Seifried, Frank Thomas
4
Branger, Nicole
3
Korn, Ralf
3
Sørensen, Carsten
3
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2
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2
Kraft, H.
2
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2
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1
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1
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1
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1
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Journal of economic dynamics & control
10
Insurance / Mathematics & economics
7
Journal of banking & finance
5
Mathematical methods of operations research
3
Astin bulletin : the journal of the International Actuarial Association
2
International review of economics & finance : IREF
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Arbeit und Arbeitsrecht : AuA ; die Zeitschrift für das Personal-Management
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Financial markets and portfolio management
1
Journal of economic theory
1
Journal of financial economics
1
Journal of mathematical economics
1
Kredit und Kapital
1
Mathematics of operations research
1
Operations research, Management science : OR MS ; the international literature digest
1
Review of derivatives research
1
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
1
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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Working paper / National Bureau of Economic Research, Inc
1
ZWF CIM : Zeitschrift für wirtschaftliche Fertigung und Automatisierung
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OLC EcoSci
ECONIS (ZBW)
324
RePEc
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EconStor
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USB Cologne (EcoSocSci)
3
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Consumption-portfolio optimization with recursive utility in incomplete markets
Kraft, Holger
;
Seifried, Frank Thomas
;
Steffensen, Mogens
- In:
Finance and stochastics
17
(
2012
)
1
,
pp. 161-196
Persistent link: https://www.econbiz.de/10010057623
Saved in:
2
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/10006604818
Saved in:
3
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/10010109335
Saved in:
4
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/10007898791
Saved in:
5
Asset allocation with contagion and explicit bankruptcy procedures
Kraft, Holger
;
Steffensen, Mogens
- In:
Journal of mathematical economics
45
(
2009
)
1
,
pp. 147-167
Persistent link: https://www.econbiz.de/10008160156
Saved in:
6
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. 348-386
Persistent link: https://www.econbiz.de/10008880280
Saved in:
7
Bond durations: Corporates vs. Treasuries
Kraft, Holger
;
Munk, Claus
- In:
Journal of banking & finance
31
(
2007
)
12
,
pp. 3720-3741
Persistent link: https://www.econbiz.de/10007876221
Saved in:
8
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/10010171814
Saved in:
9
Solving Constrained Consumption-Investment Problems by Simulation of Artificial Market Strategies
Bick, Björn
;
Kraft, Holger
;
Munk, Claus
- In:
Management science : journal of the Institute for …
59
(
2013
)
2
,
pp. 485-503
Persistent link: https://www.econbiz.de/10010073693
Saved in:
10
Optimal Housing, Consumption, and Investment Decisions over the Life Cycle
Kraft, Holger
;
Munk, Claus
- In:
Management science : journal of the Institute for …
57
(
2011
)
6
,
pp. 1025-1042
Persistent link: https://www.econbiz.de/10009163513
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