Browsing All of EconStor by Author Kraft, Holger

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Year of PublicationTitleAuthor(s)
2002 Assessing the discriminatory power of credit scoresKraft, Holger; Kroisandt, Gerald; Müller, Marlene
2009 What is the impact of stock market contagion on an investor's portfolio choice?Branger, Nicole; Kraft, Holger; Meinerding, Christoph
2009 Investment, income, and incompletenessBick, Björn; Kraft, Holger; Munk, Claus
2009 Optimal housing, consumption, and investment decisions over the life-cycleKraft, Holger; Munk, Claus
2009 Foundations of continuous-time recrusive utility: Differentiability and normalization of certainty equivalentsKraft, Holger; Seifried, Frank Thomas
2012 A dynamic programming approach to constrained portfoliosKraft, Holger; Steffensen, Mogens
2013 Stochastic differential utility as the continuous-time limit of recursive utilityKraft, Holger; Seifried, Frank Thomas
2013 Partial information about contagion risk, self-exciting processes and portfolio optimizationBranger, Nicole; Kraft, Holger; Meinerding, Christoph
2013 Growth options and firm valuationKraft, Holger; Schwartz, Eduardo; Weiss, Farina
2013 Systemic risk in the financial sector: What can se learn from option markets?Kraft, Holger; Schmidt, Alexander
2013 How does contagion affect general equilibrium asset prices?Branger, Nicole; Kraft, Holger; Meinerding, Christoph
2013 Financing asset growthBrennan, Michael J.; Kraft, Holger
2013 Asset pricing under uncertainty about shock propagationBranger, Nicole; Grüning, Patrick; Kraft, Holger; Meinerding, Christoph
2013 Consumption habits and humpsKraft, Holger; Munk, Claus; Seifried, Frank Thomas; Wagner, Sebastian
2013 When do jumps matter for portfolio optimization?Ascheberg, Marius; Branger, Nicole; Kraft, Holger
2014 Life insurance demand under health shock riskKraft, Holger; Schendel, Lorenz S.; Steffensen, Mogens
2014 Consumption and wage humps in a life-cycle model with educationKraft, Holger; Munk, Claus; Seifried, Frank Thomas; Steffensen, Mogens
2014 Asset pricing and consumption-portfolio choice with recursive utility and unspanned riskKraft, Holger; Seiferling, Thomas; Seifried, Frank Thomas
2015 Housing habits and their implications for life-cycle consumption and investmentKraft, Holger; Munk, Claus; Wagner, Sebastian
2015 Optimal carbon abatement in a stochastic equilibrium model with climate changeHambel, Christoph; Kraft, Holger; Schwartz, Eduardo S.