Browsing All of EconStor by Author Kraft, Holger

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Year of PublicationTitleAuthor(s)
2000Prinzipal-Agent-Beziehung: First-best, second-best und third-bestKraft, Holger; Reichling, Peter
2002Assessing the discriminatory power of credit scoresKraft, Holger; Kroisandt, Gerald; Müller, Marlene
2009What is the impact of stock market contagion on an investor's portfolio choice?Branger, Nicole; Kraft, Holger; Meinerding, Christoph
2009Investment, income, and incompletenessBick, Björn; Kraft, Holger; Munk, Claus
2009Foundations of continuous-time recrusive utility: Differentiability and normalization of certainty equivalentsKraft, Holger; Seifried, Frank Thomas
2009Optimal housing, consumption, and investment decisions over the life-cycleKraft, Holger; Munk, Claus
2012A dynamic programming approach to constrained portfoliosKraft, Holger; Steffensen, Mogens
2013Financing asset growthBrennan, Michael J.; Kraft, Holger
2013Partial information about contagion risk, self-exciting processes and portfolio optimizationBranger, Nicole; Kraft, Holger; Meinerding, Christoph
2013When do jumps matter for portfolio optimization?Ascheberg, Marius; Branger, Nicole; Kraft, Holger
2013Stochastic differential utility as the continuous-time limit of recursive utilityKraft, Holger; Seifried, Frank Thomas
2013Asset pricing under uncertainty about shock propagationBranger, Nicole; Grüning, Patrick; Kraft, Holger; Meinerding, Christoph
2013Systemic risk in the financial sector: What can se learn from option markets?Kraft, Holger; Schmidt, Alexander
2013Consumption habits and humpsKraft, Holger; Munk, Claus; Seifried, Frank Thomas; Wagner, Sebastian
2014Life insurance demand under health shock riskKraft, Holger; Schendel, Lorenz S.; Steffensen, Mogens
2014Consumption and wage humps in a life-cycle model with educationKraft, Holger; Munk, Claus; Seifried, Frank Thomas; Steffensen, Mogens
2014The dynamics of crises and the equity premiumBranger, Nicole; Kraft, Holger; Meinerding, Christoph
2015Housing habits and their implications for life-cycle consumption and investmentKraft, Holger; Munk, Claus; Wagner, Sebastian
2016Leaning against the wind: Debt financing in the face of adversityBrennan, Michael J.; Kraft, Holger
2016Optimal consumption and investment with Epstein-Zin recursive utilityKraft, Holger; Seiferling, Thomas; Seifried, Frank Thomas