Subject Terms: Social Sciences
Availability: https://doi.org/10.17632/m9tvkt8yr8.1
Authors: Nicole Branger, Holger Kraft, Christoph Meinerding, Jel G G
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.ecb.europa.eu/events/pdf/conferences/ws_asset/sess1/Branger-Kraft-Meinerding.pdf.
Subject Terms: Contagion, General Equilibrium, Asset Pricing
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.361.6543; http://www.ecb.europa.eu/events/pdf/conferences/ws_asset/sess1/Branger-Kraft-Meinerding.pdf
Availability: http://www.ecb.europa.eu/events/pdf/conferences/ws_asset/sess1/Branger-Kraft-Meinerding.pdf
Authors: Holger Kraft, Eduardo S. Schwartz, We Thank David Aboody, Saurabh Ahluwalia, Mark Garmaise, Daniel Hoechle, Hanno Lustig
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.nber.org/papers/w15807.pdf.
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.616.8317; http://www.nber.org/papers/w15807.pdf
Availability: http://www.nber.org/papers/w15807.pdf
Authors: Björn Bick A, Holger Kraft B
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://efa2010.unicp.net/provide_paper.php?pid=472.
Subject Terms: JEL-Classification, G11Investment, Income, and Incompleteness
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.372.6213; http://efa2010.unicp.net/provide_paper.php?pid=472
Availability: http://efa2010.unicp.net/provide_paper.php?pid=472
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://publikationen.ub.uni-frankfurt.de/opus4/frontdoor/deliver/index/docId/6245/file/1813.pdf.
Subject Terms: Asset Allocation, Jumps, Conta
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.510.8557; http://publikationen.ub.uni-frankfurt.de/opus4/frontdoor/deliver/index/docId/6245/file/1813.pdf
Availability: http://publikationen.ub.uni-frankfurt.de/opus4/frontdoor/deliver/index/docId/6245/file/1813.pdf
Authors: Nicole Branger, Holger Kraft, Antje Mahayni, Christian Schlag, Jel G G
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.dgf2008.de/content/paper/reconciling_smiles_for_index_and_stock_options.pdf.
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.380.6775; http://www.dgf2008.de/content/paper/reconciling_smiles_for_index_and_stock_options.pdf
Availability: http://www.dgf2008.de/content/paper/reconciling_smiles_for_index_and_stock_options.pdf
Authors: Holger Kraft
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.math.ku.dk/~mogens/OPCI.pdf.
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.520.806; http://www.math.ku.dk/~mogens/OPCI.pdf
Availability: http://www.math.ku.dk/~mogens/OPCI.pdf
Authors: Nicole Branger, Holger Kraft, Christoph Meinerding
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.fbv.kit.edu/symposium/11th/Paper/30Posters/Meinerding.pdf.
Subject Terms: Asset Allocation, Jumps, Contagion, Model Risk JEL, G12, G13
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.520.462; http://www.fbv.kit.edu/symposium/11th/Paper/30Posters/Meinerding.pdf
Authors: Holger Kraft B, Claus Munk C
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.sam.sdu.dk/~cmu/papers/KraftMunk_duration.pdf.
Subject Terms: duration, interest rate risk, default risk, intensity models JEL-Classification, E43, G12
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.139.676; http://www.sam.sdu.dk/~cmu/papers/KraftMunk_duration.pdf
Availability: http://www.sam.sdu.dk/~cmu/papers/KraftMunk_duration.pdf
Authors: Holger Kraft, Claus Munk
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://static.sdu.dk/mediafiles//Files/Om_SDU/Institutter/Ivoe/Disc_papers/Disc_2006/dpbe5 2006 pdf.pdf.
Subject Terms: interest rate risk, duration, default risk, intensity models JEL-Classification, E43
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.332.8449; http://static.sdu.dk/mediafiles//Files/Om_SDU/Institutter/Ivoe/Disc_papers/Disc_2006/dpbe5 2006 pdf.pdf
Availability: http://static.sdu.dk/mediafiles//Files/Om_SDU/Institutter/Ivoe/Disc_papers/Disc_2006/dpbe5 2006 pdf.pdf
Authors: Holger Kraft, Mogens Steffensen
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.econ.ku.dk/FRU/WorkingPapers/PDF/2006/2006_03.pdf.
Subject Terms: default risk, financial distress, default correlation, con- tagion, Markov chains. JEL-Classification, G13
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.139.3886; http://www.econ.ku.dk/FRU/WorkingPapers/PDF/2006/2006_03.pdf
Authors: Holger Kraft, Mogens Steffensen
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.econ.ku.dk/fru/wp/archive/2005_07.pdf.
Subject Terms: portfolio optimization, stochastic interest rates, default risk, recovery risk, beta distribution, joint default factor
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.643.8739; http://www.econ.ku.dk/fru/wp/archive/2005_07.pdf
Availability: http://www.econ.ku.dk/fru/wp/archive/2005_07.pdf
Authors: Holger Kraft, Mogens Steffensen
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.econ.ku.dk/FRU/WorkingPapers/PDF/2005/2005_07.pdf.
Subject Terms: portfolio optimization, stochastic interest rates, default risk, recovery risk, beta distribution, joint default factor
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.139.5788; http://www.econ.ku.dk/FRU/WorkingPapers/PDF/2005/2005_07.pdf
Authors: Tobias Möller, Holger Kraft, Jochen Frey, Martin Albrecht, Robert Lange
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.pmdtec.com/inhalt/download/documents/rim2005-pmdtec-robust3dmeasurements.pdf.
Subject Terms: CMOS Sensor, PMD (Photonic Mixer Device
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.132.5821; http://www.pmdtec.com/inhalt/download/documents/rim2005-pmdtec-robust3dmeasurements.pdf
Availability: http://www.pmdtec.com/inhalt/download/documents/rim2005-pmdtec-robust3dmeasurements.pdf
Authors: Holger Kraft, Ralf Korn
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.fbv.kit.edu/symposium/10th/papers/Kraft_Korn - Continuous-time Delegated Portfolio Management with Homogeneous Expectations Can an Agency Conflict Be Avoided.pdf.
Subject Terms: Delegating investment decisions to
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.597.7006; http://www.fbv.kit.edu/symposium/10th/papers/Kraft_Korn - Continuous-time Delegated Portfolio Management with Homogeneous Expectations Can an Agency Conflict Be Avoided.pdf
Availability: http://www.fbv.kit.edu/symposium/10th/papers/Kraft_Korn - Continuous-time Delegated Portfolio Management with Homogeneous Expectations Can an Agency Conflict Be Avoided.pdf
Authors: Holger Kraft, Gerald Krois, Marlene Müller
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.marlenemueller.de/publications/PaperKKM.pdf.
Subject Terms: credit rating, credit score, discriminatory power, sample selection, Gini coefficient, accuracy ratio
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.139.4362; http://www.marlenemueller.de/publications/PaperKKM.pdf
Availability: http://www.marlenemueller.de/publications/PaperKKM.pdf
Authors: Holger Kraft
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.cofar.uni-mainz.de/dgf2003/paper/paper127.pdf.
Subject Terms: optimal portfolios, stochastic volatility, Heston model
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.590.4588; http://www.cofar.uni-mainz.de/dgf2003/paper/paper127.pdf
Availability: http://www.cofar.uni-mainz.de/dgf2003/paper/paper127.pdf
Authors: Ralf Korn, Holger Kraft
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://www.wiso.uni-koeln.de/dgf/paper/135.pdf.
Subject Terms: optimal portfolios, credit risk, elasticity, duration
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.197.4850; http://www.wiso.uni-koeln.de/dgf/paper/135.pdf
Availability: http://www.wiso.uni-koeln.de/dgf/paper/135.pdf
Authors: Holger Kraft, Gerald Krois
Contributors: The Pennsylvania State University CiteSeerX Archives
Superior Title: http://edoc.hu-berlin.de/series/sfb-373-papers/2002-67/PDF/67.pdf.
File Description: application/pdf
Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.590.1705; http://edoc.hu-berlin.de/series/sfb-373-papers/2002-67/PDF/67.pdf
Authors: Holger Kraft
Resource Type: eBook.
Subjects: Finance, Social sciences—Mathematics, Econometrics, Macroeconomics
Categories: BUSINESS & ECONOMICS / Finance / General, BUSINESS & ECONOMICS / Econometrics, BUSINESS & ECONOMICS / Economics / Macroeconomics, BUSINESS & ECONOMICS / Money & Monetary Policy, MATHEMATICS / Applied