Holger Kraft
Faculty of Economics and Business Administration
Frankfurt University
Germany
Biography
Holger Kraft Education-2002: Dr. rer. nat., TU Kaiserslautern, Germany, Thesis: Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets. Academic / Professional Positions- Since 2008: Professor, Goethe University Frankfurt, Germany. 2004 - 2008: Assistant Professor, TU Kaiserslautern, Germany . 2001 - 2004: Research Assistant, Fraunhofer ITWM, Kaiserslautern, Germany.
Research Interest
Asset Pricing. Portfolio Management. Risk Management. Modeling of Credit Risk.
Publications
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Schwartz, E., & Kraft, H. (2010, November). Cash Flow Multipliers and Optimal Investment Decisions. In Financial Economics in Rio 2010.
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Kraft, H., & Schwartz, E. (2015). Cash flow multipliers and optimal investment decisions. European Financial Management, 21(3), 399-429.
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Branger, N., Kraft, H., & Meinerding, C. (2015). The dynamics of crises and the equity premium. The Review of Financial Studies, 29(1), 232-270.
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Kraft, H., Schwartz, E. S., & Weiss, F. (2013). Growth options and firm valuation (No. w18836). National Bureau of Economic Research.
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Kraft, H., Schendel, L. S., & Steffensen, M. (2014). Life insurance demand under health shock risk:[Version: 7 February 2014].
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Hambel, C., Kraft, H., Schendel, L. S., & Steffensen, M. (2016). Life insurance demand under health shock risk. Journal of Risk and Insurance.
