Concepedia
Statistics
Publications
40
Citations
1.6K
H-Index
22
Active since
2002
Affiliations
Goethe University Frankfurt(Current)
University of Copenhagen
University of Kaiserslautern
Copenhagen Business School
Universität Trier
Holger Kraft is an author at Goethe University Frankfurt specializing in finance, business, and economics.
Top concepts
FinanceBusinessEconomicsAsset PricingManagementEconomic AnalysisPortfolio OptimizationEngineeringAsset AllocationFinancial Economics
Publications per year
2002–2024
Optimal portfolios and Heston's stochastic volatility model: an explicit solution for power utility
Holger Kraft · Quantitative Finance · 2005 · 185 citations
A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates
Ralf Korn, Holger Kraft · SIAM Journal on Control and Optimization · 2002 · 171 citations
Economics, Portfolio Optimization, Investment Problems +15
Optimal Housing, Consumption, and Investment Decisions over the Life Cycle
Holger Kraft, Claus Munk · Management Science · 2011 · 95 citations
ON THE STABILITY OF CONTINUOUS‐TIME PORTFOLIO PROBLEMS WITH STOCHASTIC OPPORTUNITY SET
Ralf Korn, Holger Kraft · Mathematical Finance · 2004 · 82 citations
Engineering, Stochastic Analysis, Financial Mathematics +16
Consumption-portfolio optimization with recursive utility in incomplete markets
Holger Kraft, Frank Thomas Seifried, Mogens Steffensen · Finance and Stochastics · 2012 · 75 citations
Mathematical Programming, Economics, Portfolio Optimization +7
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