Holger Kraft

Finance · 2005

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Holger Kraft trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. David S. Bates
  2. R. C. Merton
  3. Jun Liu
  4. Thaleia Zariphopoulou
  5. Costis Skiadas
  6. Huyen Pham

Who trusts Holger Kraft overall

  1. Jan Kallsen
  2. Zhongfei Li
  3. Johannes Muhle‐Karbe
  4. Yan Zeng
  5. Yongzeng Lai

Papers from Holger Kraft's perspective

Ordered by how strongly the researchers Holger Kraft trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Post-'87 crash fears in the S&P 500 futures option market
  2. Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints
  3. On Estimating the Expected Return on the Market: An Exploratory Investigation
  4. Portfolio Selection in Stochastic Environments
  5. A solution approach to valuation with unhedgeable risks (Finance and Stochastics)
  6. Dynamic Portfolio Choice and Risk Aversion
  7. Specification Analysis of Affine Term Structure Models
  8. Mean field games
  9. User’s guide to viscosity solutions of second order partial differential equations
  10. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle

Their papers