Conferences
2013
20th Annual Meeting of the German Finance Association (DGF), 2013,
Wuppertal (27.09. - 28.09.).
- Growth Options and Firm Valuation
Holger Kraft, Eduardo Schwartz, Farina Weiss. - How Does Contagion Affect General Equilibrium Asset Prices?
Nicole Branger, Holger Kraft, and Christoph Meinerding
12. Kölner Finanzmarktkolloquium, 2013, Köln (15.4.).
- Growth Options and Firm Valuation
Holger Kraft, Eduardo Schwartz, Farina Weiss
2012
19th Annual Meeting of the German Finance Association (DGF), 2012, Hannover (4.10. - 6.10.).
- Pricing of Firm Specific Jump Risk
Marius Ascheberg, Holger Kraft, Yildiray Yildirim
7th World Congress of the Bachelier Finance Society , 2012, Sydney (19.6. - 22.6.).
- Stochastic Differential Utility as the Continuous-Time Limit of Recursive Utility
Holger Kraft, Frank Seifried
11. Kölner Finanzmarktkolloquium, 2012, Köln (16.4.).
- Partial Information about Contagion Risk and Portfolio Choice
Nicole Branger, Holger Kraft, Christoph Meinerding
5th Financial Risks International Forum, 2012, Paris (22.3. - 23.3.).
- Pricing Two Trees When Mildes Infests the Orchard: How Does Contagion Affect General Equilibrium Asset Prices?
Nicole Branger, Holger Kraft, Christoph Meinerding
10th German Probability and Statistics Days, 2012, Mainz (6.3. - 9.3.).
- Stochastic Differential Utility as the Continuous-Time Limit of Recursive Utility
Holger Kraft, Frank Seifried
2011
Joint Workshop of the ECB and the Bank of England: "Asset Pricing Models in the Aftermath of the Financial Crisis", 2011, Frankfurt (24.11.).
- Pricing Two Trees When Mildes Infests the Orchard: How Does Contagion Affect General Equilibrium Asset Prices?
Nicole Branger, Holger Kraft, Christoph Meinerding
18th Annual Meeting of the German Finance Association, 2011, Regensburg (30.9. - 1.10.).
- Asset allocation over the life cycle: How much do taxes matter?
Holger Kraft, Marcel Marekwica, Claus Munk
14th Conference of the Swiss Society for Financial Market Research (SGF), 2011, Zurich (8.4. - 8.4.).
- Pricing Two Trees When Mildes Infests the Orchard: How Does Contagion Affect General Equilibrium Asset Prices?
Nicole Branger, Holger Kraft, Christoph Meinerding
2010
Deutsche Gesellschaft für Finanzwirtschaft, Jahrestagung, 2010, Hamburg (8.10. - 10.10.).
- Pricing Two Trees When Mildes Infests the Orchard: How Does Contagion Affect General Equilibrium Asset Prices?
Nicole Branger, Holger Kraft, Christoph Meinerding - Optimal Portfolio Choice with Contagion Risk and Restricted Information
Nicole Branger, Holger Kraft, Christoph Meinerding
European Finance Association Annual Meeting, 2010, Frankfurt am Main, Germany (25.8. - 28.8.).
- Investment, Income, and Incompleteness
Björn Bick, Holger Kraft, Claus Munk
6th World Congress of the Bachelier Finance Society, 2010, Toronto (22.6. - 26.6.).
- Large Traders and Illiquid Options: Hedging vs. Manipulation
Holger Kraft, Christoph Kuehn - Optimal Portfolio Choice with Contagion Risk and Restricted Information
Nicole Branger, Holger Kraft, Christoph Meinerding - Subprime Default Contagion
Marius Ascheberg, Robert A. Jarrow, Holger Kraft, Yildiray Yildirim - Investment, Income, and Incompleteness
Björn Bick, Holger Kraft, Claus Munk - Optimal Housing, Consumption, and Investment Decisions over the Life-Cycle
Holger Kraft, Claus Munk
3rd Financial Risks International Forum, 2010, Paris (25.3. - 26.3.).
- Optimal Portfolio Choice with Contagion Risk and Restricted Information
Nicole Branger, Holger Kraft, Christoph Meinerding
13th Conference of the Swiss Society for Financial Market Research (SGF), 2010, Zurich (19.3. - 19.3.).
- Optimal Portfolio Choice with Contagion Risk and Restricted Information
Nicole Branger, Holger Kraft, Christoph Meinerding - Investment, Income, and Incompleteness
Björn Bick, Holger Kraft, Claus Munk
2009
16th Annual Meeting of the German Finance Association (DGF), 2009, Frankfurt am Main (9.10. - 10.10.).
- Investment, Income, and Incompleteness
Björn Bick, Holger Kraft, Claus Munk
Eastern Finance Association Annual Meeting, 2009, Washington, D.C. (29.4. - 2.5.).
- Optimal Housing, Consumption, and Investment Decisions over the Life-Cycle
Holger Kraft, Claus Munk
4th Tinbergen Institute Conference: , 2009, Rotterdam (13.3. - 14.3.).
- What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice?
Nicole Branger, Holger Kraft, Christoph Meinerding
12th Conference of the Swiss Society for Financial Market Research (SGF), 2009, Geneva.
- What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice?
Nicole Branger, Holger Kraft, Christoph Meinerding
Campus for Finance, 2009, Vallendar.
- What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice?
Nicole Branger, Holger Kraft, Christoph Meinerding
2008
11th Symposium on Finance, Banking, and Insurance, 2008, Karlsruhe (17.12. - 19.12.).
- Asset allocation and liquidity breakdowns: What if your broker does not answer ther phone?
Peter Diesinger, Holger Kraft, Frank Seifried - What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice?
Nicole Branger, Holger Kraft, Christoph Meinerding
Deutsche Gesellschaft für Finanzwirtschaft, Jahrestagung, 2008, Münster (10.10. - 11.10.).
- Asset allocation and liquidity breakdowns: What if your broker does not answer ther phone?
Peter Diesinger, Holger Kraft, Frank Seifried
European Finance Association Annual Meeting, 2008, Athens (27.8. - 30.8.).
- Optimal Housing, Consumption, and Investment Decisions over the Life-Cycle
Holger Kraft, Claus Munk
5th World Congress of the Bachelier Finance Society, 2008, London (15.7. - 19.7.).
- Asset allocation and liquidity breakdowns: What if your broker does not answer the phone?
Peter Diesinger, Holger Kraft, Frank Seifried - What is the Impact of Stock Market Contagion on an Investor's Portfolio Choice?
Nicole Branger, Holger Kraft, Christoph Meinerding