Prof. Dr. Holger Kraft

Prof. Dr. Holger Kraft
Program Area:
Financial Intermediation, Financial Markets, Household Finance
Position:
External Researcher, SAFE Fellow
Institution:
Goethe University Frankfurt
Phone:
+49 69 798 33700
Email:
holgerkraft@finance.uni-frankfurt.de
Room:
HoF 2.53
Website
Author/s Title Program Area Published
Nicole Branger, Holger Kraft, Christoph Meinerding The Dynamics of Crises and the Equity Premium
Review of Financial Studies
Systemic Risk Lab, Financial Markets 2016
Marius Ascheberg, Nicole Branger, Holger Kraft, Frank Thomas Seifried When Do Jumps Matter for Portfolio Optimization?
Quantitative Finance
Financial Markets 2016
Michael Brennan, Holger Kraft Leaning Against the Wind: Debt Financing in the Face of Adversity
Financial Management
Financial Markets 2018
Holger Kraft, Claus Munk Predictors and Portfolios Over the Life Cycle
Journal of Banking and Finance
Household Finance 2019
Holger Kraft, Eduardo S. Schwartz Growth Options and Firm Valuation
European Financial Management
Financial Markets 2018
Holger Kraft Consumption-Portfolio Choice with Preferences for Cash
Journal of Economic Dynamics and Control
Household Finance 2019
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
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
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, Frank Thomas Seifried Stochastic Differential Utility as the Continuous-Time Limit of Recursive Utility
Journal of Economic Theory
Financial Markets 2014
No. Author/s Title Program Area
15 Holger Kraft, Claus Munk, Frank Thomas Seifried, Sebastian Wagner Consumption Habits and Humps Household Finance
26 Michael Brennan, Holger Kraft Financing Asset Growth Financial Markets
92 Christoph Hambel, Holger Kraft, Eduardo S. Schwartz Optimal Carbon Abatement in a Stochastic Equilibrium Model with Climate Change Systemic Risk Lab, Macro and 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
139 Holger Kraft, Claus Munk Predictors and Portfolios Over the Life Cycle Household Finance
181 Holger Kraft Consumption-Portfolio Choice with Preferences for Cash Household Finance
85 Holger Kraft, Claus Munk, Sebastian Wagner Housing Habits and Their Implications for Life-Cycle Consumption and Investment 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
34 Nicole Branger, Patrick Grüning, Holger Kraft, Christoph Meinerding, Christian Schlag Asset Pricing Under Uncertainty About Shock Propagation Financial Markets
40 Christoph Hambel, Holger Kraft, Lorenz Schendel, Mogens Steffensen Life Insurance Demand under Health Shock Risk Household Finance
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
25 Holger Kraft, Alexander Schmidt Systemic Risk in the Financial Sector: What Can We Learn from Option Markets? Systemic Risk Lab, Financial Intermediation
6 Holger Kraft, Eduardo S. Schwartz Growth Options and Firm Valuation Financial Markets, Transparency Lab
Researcher Project Funded by Status Project Duration Publication Count
Christoph Hambel, Holger Kraft, André Meyer-Wehmann Consumption-Portfolio-Housing Choice with Reverse Mortgages LOEWE Ongoing 2019 0
Holger Kraft, Claus Munk, Frank Thomas Seifried, Sebastian Wagner Numerical Methods in Life-Cycle Portfolio Choice with Labor Income, Housing and Biometric Risk LOEWE Completed 2013 1
Christoph Hambel, Holger Kraft, Claus Munk, Sebastian Wagner Household Decisions when Stocks, Labor Income and House Prices Share a Common Trend LOEWE Completed 2014 1
Christoph Hambel, Holger Kraft, Claus Munk, Peter Schwamborn, Sebastian Wagner How Does Lifelong Learning Influence Consumption Portfolio Choice? LOEWE Completed 2014 1
Christoph Hambel, Holger Kraft, Frank Thomas Seifried, Sebastian Wagner The Continuous-Time Limit of Recursive Utility LOEWE Completed 2014 1
Christoph Hambel, Holger Kraft, Mogens Steffensen, Sebastian Wagner Consumption-portfolio Choice with Critical Illness LOEWE Completed 2014 1
Holger Kraft Bequeathing Illiquid Assets across Generations in an Aging Society LOEWE Completed 2016 1
Matteo Bagnara, Nicole Branger, Mariano Massimiliano Croce, Robert F. Dittmar, Holger Kraft, Satchit Sagade, Christian Schlag, Ivan Shaliastovich, Julian Thimme, Rüdiger Weber Risk Pricing & Trading SAFE Ongoing 2020 0
Holger Kraft The Sovereign-Bank Loop: Contagion Between Sovereign and Bank Credit Markets LOEWE Completed 2014 1
Holger Kraft, Alexander Schmidt A New Approach to Measuring Systemic Risk: Option-implied Tail Risk Dependencies in the Financial Sector LOEWE Completed 2012 1
Helmut Gründl, Martin Götz, Holger Kraft, Raimond Maurer Demographic Changes, Optimal Design of Life Insurance Contracts and Household Welfare LOEWE Ongoing 2016 1
Christoph Hambel, Holger Kraft Non-Financial Life-Cycle Decisions and their Impact on Consumption-Portfolio Choice with Unspanned Labor Income DFG Ongoing 2016 1
Nicole Branger, Patrick Grüning, Holger Kraft, Christoph Meinerding, Christian Schlag General Equilibrium with Contagion Effects LOEWE Completed 2013 1
Holger Kraft, Christoph Kühn, André Meyer-Wehmann Get ahead of the Joneses: Social Status LOEWE Completed 2017 1
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