Christoph Hambel, Holger Kraft, Eduardo S. Schwartz | Optimal Carbon Abatement in a Stochastic Equilibrium Model with Climate Change European Economic Review |
Macro Finance,
Systemic Risk Lab
| 2020 |
Holger Kraft, Farina Weiss | Consumption-Portfolio Choice with Preferences for Cash Journal of Economic Dynamics and Control |
Household Finance
| 2019 |
Michael Brennan, Holger Kraft | Leaning Against the Wind: Debt Financing in the Face of Adversity Financial Management |
Financial Markets
| 2018 |
Christoph Hambel, Holger Kraft, Lorenz Schendel, Mogens Steffensen | Life Insurance Demand under Health Shock Risk Journal of Risk and Insurance |
Household Finance
| 2017 |
Holger Kraft, Thomas Seiferling, Frank Thomas Seifried | Optimal Consumption and Investment with Epstein-Zin Recursive Utility Finance and Stochastics |
Financial Markets
| 2017 |
Holger Kraft, Claus Munk, Sebastian Wagner | Housing Habits and Their Implications for Life-Cycle Consumption and Investment Review of Finance |
Household Finance
| 2018 |
Holger Kraft, Claus Munk, Frank Thomas Seifried, Sebastian Wagner | Consumption Habits and Humps Economic Theory |
Household Finance
| 2017 |
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 |
Nicole Branger, Holger Kraft, Christoph Meinerding | Partial Information about Contagion Risk, Self-Exciting Processes and Portfolio Optimization Journal of Economic Dynamics and Control |
Financial Markets,
Systemic Risk Lab,
Transparency Lab
| 2014 |
Holger Kraft, Eduardo S. Schwartz, Farina Weiss | Growth Options and Firm Valuation European Financial Management |
Financial Markets
| 2018 |
Nicole Branger, Holger Kraft, Christoph Meinerding | The Dynamics of Crises and the Equity Premium Review of Financial Studies |
Financial Markets,
Systemic Risk Lab
| 2016 |
Holger Kraft, Claus Munk, Farina Weiss | Predictors and Portfolios Over the Life Cycle Journal of Banking and Finance |
Household Finance
| 2019 |