The following pages link to Holger Kraft (Q402098):
Displaying 25 items.
- Stochastic differential utility as the continuous-time limit of recursive utility (Q402100) (← links)
- Optimal consumption and investment with Epstein-Zin recursive utility (Q503395) (← links)
- Asset allocation and liquidity breakdowns: what if your broker does not answer the phone? (Q650754) (← links)
- Large traders and illiquid options: hedging vs. manipulation (Q658638) (← links)
- What is the impact of stock market contagion on an investor's portfolio choice? (Q659101) (← links)
- How to invest optimally in corporate bonds: a reduced-form approach (Q844585) (← links)
- Asset allocation with contagion and explicit bankruptcy procedures (Q999740) (← links)
- Elasticity approach to portfolio optimization (Q1423714) (← links)
- Consumption-portfolio choice with preferences for cash (Q1734595) (← links)
- Optimal portfolios with stochastic interest rates and defaultable assets. (Q1880663) (← links)
- Foundations of continuous-time recursive utility: differentiability and normalization of certainty equivalents (Q1932535) (← links)
- Consumption-portfolio optimization with recursive utility in incomplete markets (Q1936832) (← links)
- Asset allocation over the life cycle: how much do taxes matter? (Q1994153) (← links)
- Partial information about contagion risk, self-exciting processes and portfolio optimization (Q1994368) (← links)
- Pandemic portfolio choice (Q2083972) (← links)
- Dynamic asset allocation with relative wealth concerns in incomplete markets (Q2181530) (← links)
- A dynamic programming approach to constrained portfolios (Q2355875) (← links)
- Consumption habits and humps (Q2403450) (← links)
- Portfolio problems stopping at first hitting time with application to default risk (Q2500790) (← links)
- The policyholder's static and dynamic decision making of life insurance and pension payments (Q2511471) (← links)
- Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach (Q3395772) (← links)
- ON THE STABILITY OF CONTINUOUS‐TIME PORTFOLIO PROBLEMS WITH STOCHASTIC OPPORTUNITY SET (Q4673849) (← links)
- Optimal Housing, Consumption, and Investment Decisions over the Life Cycle (Q5198879) (← links)
- Housing Habits and Their Implications for Life-Cycle Consumption and Investment* (Q5237871) (← links)
- Bankruptcy, Counterparty Risk, and Contagion* (Q5430113) (← links)
