Prof. Dr. Holger Kraft
Program Area:
Financial Intermediation, Household Finance, Financial Markets
Position:
External Researcher, SAFE Fellow
Institution:
Goethe University Frankfurt
- SAFE Publications
- SAFE Working Papers
No. Author/s Title Program Area 28 Nicole Branger, Holger Kraft, Christoph Meinerding Partial Information about Contagion Risk, Self-Exciting Processes and Portfolio Optimization Financial Markets, Systemic Risk Lab, Transparency Lab 17 Holger Kraft, Frank Thomas Seifried Stochastic Differential Utility as the Continuous-Time Limit of Recursive Utility Financial Markets 11 Nicole Branger, Holger Kraft, Christoph Meinerding The Dynamics of Crises and the Equity Premium Financial Markets, Systemic Risk Lab 139 Holger Kraft, Claus Munk, Farina Weiss Predictors and Portfolios Over the Life Cycle Household Finance 181 Holger Kraft, Farina Weiss Consumption-Portfolio Choice with Preferences for Cash Household Finance 119 Michael Brennan, Holger Kraft Leaning Against the Wind: Debt Financing in the Face of Adversity Financial Markets 293 Christoph Hambel, Holger Kraft, André Meyer-Wehmann When Should Retirees Tap Their Home Equity? Household Finance
- SAFE Research Projects
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