Prof. Dr. Holger Kraft

Prof. Dr. Holger Kraft
Programmbereich:
Financial Institutions, Financial Markets, Household Finance, Systemic Risk Lab
Position:
Professor
Institution:
Goethe University Frankfurt
Telefon:
+49 69 798 33700
E-Mail:
holgerkraft@finance.uni-frankfurt.de
Raum:
HoF 2.53
Webseite
Autor(en) Titel Forschungs­bereich Publiziert
Holger Kraft, Thomas Seiferling, Frank Thomas Seifried Optimal Consumption and Investment with Epstein-Zin Recursive Utility
Finance and Stochastics
Financial Markets 2017
Holger Kraft, Eduardo S. Schwartz, Farina Weiss Growth Options and Firm Valuation
forthcoming in European Financial Management
Financial Markets 2017
Holger Kraft, Claus Munk, Frank Thomas Seifried, Sebastian Wagner Consumption Habits and Humps
Economic Theory
Household Finance 2017
Nicole Branger, Holger Kraft, Christoph Meinerding The Dynamics of Crises and the Equity Premium
Review of Financial Studies
Systemic Risk Lab, Financial Markets 2016
Nicole Branger, Holger Kraft, Christoph Meinerding Partial Information about Contagion Risk, Self-Exciting Processes and Portfolio Optimization
Journal of Economic Dynamics and Control
Systemic Risk Lab, Financial Markets, Transparency Lab 2014
Marius Ascheberg, Nicole Branger, Holger Kraft, Frank Thomas Seifried When Do Jumps Matter for Portfolio Optimization?
Quantitative Finance
Financial Markets 2016
Holger Kraft, Frank Thomas Seifried Stochastic Differential Utility as the Continuous-Time Limit of Recursive Utility
Journal of Economic Theory
Financial Markets 2014
Holger Kraft, Claus Munk, Sebastian Wagner Housing Habits and Their Implications for Life-Cycle Consumption and Investment
forthcoming in Review of Finance
Household Finance 2017
Christoph Hambel, Holger Kraft, Lorenz Schendel, Mogens Steffensen Life Insurance Demand under Health Shock Risk
forthcoming in Journal of Risk and Insurance
Household Finance 2016
Nr. Autor(en) Titel Forschungs­bereich
119 Michael Brennan, Holger Kraft Leaning Against the Wind: Debt Financing in the Face of Adversity Financial Markets
52 Holger Kraft, Thomas Seiferling, Frank Thomas Seifried Optimal Consumption and Investment with Epstein-Zin Recursive Utility Financial Markets
34 Nicole Branger, Patrick Grüning, Holger Kraft, Christoph Meinerding, Christian Schlag Asset Pricing Under Uncertainty About Shock Propagation Financial Markets
16 Marius Ascheberg, Nicole Branger, Holger Kraft, Frank Thomas Seifried When Do Jumps Matter for Portfolio Optimization? Financial Markets
6 Holger Kraft, Eduardo S. Schwartz, Farina Weiss Growth Options and Firm Valuation Financial Markets, Transparency Lab
17 Holger Kraft, Frank Thomas Seifried Stochastic Differential Utility as the Continuous-Time Limit of Recursive Utility Financial Markets
53 Holger Kraft, Claus Munk, Frank Thomas Seifried, Mogens Steffensen Consumption and Wage Humps in a Life-Cycle Model with Education Household Finance
25 Holger Kraft, Alexander Schmidt Systemic Risk in the Financial Sector: What Can We Learn from Option Markets? Systemic Risk Lab, Financial Institutions
28 Nicole Branger, Holger Kraft, Christoph Meinerding Partial Information about Contagion Risk, Self-Exciting Processes and Portfolio Optimization Transparency Lab, Systemic Risk Lab, Financial Markets
11 Nicole Branger, Holger Kraft, Christoph Meinerding The Dynamics of Crises and the Equity Premium Systemic Risk Lab, Financial Markets
40 Christoph Hambel, Holger Kraft, Lorenz Schendel, Mogens Steffensen Life Insurance Demand under Health Shock Risk Household Finance
92 Christoph Hambel, Holger Kraft, Eduardo S. Schwartz Optimal Carbon Abatement in a Stochastic Equilibrium Model with Climate Change Systemic Risk Lab, Macro Finance
139 Holger Kraft, Claus Munk, Farina Weiss Predictors and Portfolios Over the Life Cycle Household Finance
85 Holger Kraft, Claus Munk, Sebastian Wagner Housing Habits and Their Implications for Life-Cycle Consumption and Investment Household Finance
15 Holger Kraft, Claus Munk, Frank Thomas Seifried, Sebastian Wagner Consumption Habits and Humps Household Finance
181 Holger Kraft, Farina Weiss Consumption-Portfolio Choice with Preferences for Cash Household Finance
Forscher Projekt Kategorie Status Projektdauer Publication Count
Christoph Hambel, Holger Kraft, Mogens Steffensen, Sebastian Wagner, Farina Weiss Consumption-portfolio Choice with Critical Illness Household Finance Beendet 2014 1
Christoph Hambel, Holger Kraft, Claus Munk, Sebastian Wagner, Farina Weiss Household decisions when stocks, labor income and house prices share a common trend Household Finance Beendet 2014 1
Christoph Hambel, Holger Kraft, Claus Munk, Peter Schwamborn, Sebastian Wagner, Farina Weiss How does lifelong learning influence consumption portfolio choice? Household Finance Beendet 2014 1
Christoph Hambel, Holger Kraft Non-financial life-cycle decisions and their impact on consumption-portfolio choice with unspanned labor income Household Finance Fortlaufend 2016 1
Nicole Branger, Patrick Grüning, Holger Kraft, Christoph Meinerding, Christian Schlag General Equilibrium with Contagion Effects Financial Markets, Transparency Lab, Systemic Risk Lab Beendet 2013 1
Holger Kraft, Christoph Kühn, André Müller Get ahead of the Joneses: Social Status Household Finance Fortlaufend 2017 1
Helmut Gründl, Martin Götz, Holger Kraft, Raimond Maurer Demographic changes, optimal design of life insurance contracts and household welfare Household Finance, Financial Institutions Fortlaufend 2016 1
Holger Kraft, Farina Weiss Bequeathing illiquid assets across generations in an aging society Financial Markets, Household Finance Fortlaufend 2016 1
Holger Kraft, Claus Munk, Frank Thomas Seifried, Sebastian Wagner, Farina Weiss Numerical Methods in Life-Cycle Portfolio Choice with Labor Income, Housing and Biometric Risk Household Finance Beendet 2013 1
Holger Kraft, Alexander Schmidt A New Approach to Measuring Systemic Risk: Option-implied Tail Risk Dependencies in the Financial Sector Financial Institutions, Systemic Risk Lab Beendet 2012 1
Holger Kraft The sovereign-bank loop: contagion between sovereign and bank credit markets Financial Institutions Fortlaufend 2014 0
Christoph Hambel, Holger Kraft, Frank Thomas Seifried, Sebastian Wagner, Farina Weiss The Continuous-time Limit of Recursive Utility Financial Markets Beendet 2014 1
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