Faculty of Economics and Business Administration Publications Database

Journal

Finance and Stochastics



Journal Publications

Optimal consumption and investment with Epstein–Zin recursive utility
Finance and Stochastics
2017
Kraft, Holger
Seiferling, Thomas
Seifried, Frank Thomas
Consumption-Portfolio Optimization with Recursive Utility in Incomplete Markets
Finance and Stochastics
2013
Kraft, Holger
Seifried, Frank Thomas
Steffensen, Mogens
Asset Allocation and Liquidity Breakdowns: What if your Brocker does not Answer the Phone?
Finance and Stochastics
2010 Diesinger, Peter
Kraft, Holger
Seifried, Frank Thomas