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Kraft, Holger
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2
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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
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2
Elasticity approach to portfolio optimization
Kraft, Holger
- In:
Mathematical methods of operations research
58
(
2003
)
1
,
pp. 159
Persistent link: https://www.econbiz.de/10006612655
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3
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/10008214626
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4
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
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5
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
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6
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
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7
Das aktuelle Stichwort - Aktuelle Finanzderivate für Privatanleger. Produkte aus dem LEGO-Kasten der Emissionsbanken.
Kraft, Holger
;
Trautmann, Siegfried
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
30
(
2001
)
10
,
pp. 539-542
Persistent link: https://www.econbiz.de/10007487581
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8
Abhandlungen - Prinzipal-Agent-Beziehung: First-best, second-best und third-best
Kraft, Holger
;
Reichling, Peter
- In:
Kredit und Kapital
33
(
2000
)
2
,
pp. 151-181
Persistent link: https://www.econbiz.de/10007505798
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9
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:
10
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
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