Prof. Dr. Holger Kraft

Prof. Dr. Holger Kraft
Program Area:
Financial Institutions, Financial Markets, Household Finance
Position:
Professor
Institution:
Goethe University Frankfurt
Phone:
+49 69 798 33700
Email:
holgerkraft@finance.uni-frankfurt.de
Room:
HoF 2.53
Website
No. Author/s Title Research Area
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
119 Michael Brennan, Holger Kraft Leaning Against the Wind: Debt Financing in the Face of Adversity 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
25 Holger Kraft, Alexander Schmidt Systemic Risk in the Financial Sector: What Can We Learn from Option Markets? Systemic Risk Lab, Financial Institutions
34 Nicole Branger, Patrick Grüning, Holger Kraft, Christoph Meinerding, Christian Schlag Asset Pricing Under Uncertainty About Shock Propagation Financial Markets
52 Holger Kraft, Thomas Seiferling, Frank Thomas Seifried Optimal Consumption and Investment with Epstein-Zin Recursive Utility Financial Markets
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
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
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
Researcher Project Category Status Project Duration Publication Count
Farina Weiss, Sebastian Wagner, Mogens Steffensen, Holger Kraft, Christoph Hambel Consumption-portfolio Choice with Critical Illness Household Finance Completed 2014 1
Christoph Kühn, Holger Kraft, André Müller Get ahead of the Joneses: Social Status Household Finance Ongoing 2016 1
Farina Weiss, Holger Kraft Bequeathing illiquid assets across generations in an aging society Financial Markets, Household Finance Ongoing 2016 1
Holger Kraft The sovereign-bank loop: contagion between sovereign and bank credit markets Financial Institutions Ongoing 2014 0
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 Completed 2012 1
Holger Kraft, Martin Götz, Raimond Maurer, Helmut Gründl Demographic changes, optimal design of life insurance contracts and household welfare Household Finance, Financial Institutions Ongoing 2016 1
Holger Kraft, Christoph Meinerding, Christian Schlag, Patrick Grüning, Nicole Branger General Equilibrium with Contagion Effects Financial Markets, Transparency Lab, Systemic Risk Lab Completed 2013 1
Peter Schwamborn, Holger Kraft, Christoph Hambel Non-financial life-cycle decisions and their impact on consumption-portfolio choice with unspanned labor income Household Finance Ongoing 2016 1
Farina Weiss, Sebastian Wagner, Holger Kraft, Frank Thomas Seifried, Claus Munk Numerical Methods in Life-Cycle Portfolio Choice with Labor Income, Housing and Biometric Risk Household Finance Completed 2013 1
Farina Weiss, Sebastian Wagner, Holger Kraft, Christoph Hambel, Claus Munk Household decisions when stocks, labor income and house prices share a common trend Household Finance Ongoing 2014 1
Farina Weiss, Sebastian Wagner, Peter Schwamborn, Holger Kraft, Christoph Hambel, Claus Munk How does lifelong learning influence consumption portfolio choice? Household Finance Ongoing 2014 1
Farina Weiss, Sebastian Wagner, Holger Kraft, Frank Thomas Seifried, Christoph Hambel The Continuous-time Limit of Recursive Utility Financial Markets Completed 2014 1
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