A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates. - Ralf Korn; Holger Kraft (SIAM J. Control. Optim., 2002)

Elasticity approach to portfolio optimization. - Holger Kraft (Math. Methods Oper. Res., 2003)

Portfolio problems stopping at first hitting time with application to default risk. - Holger Kraft; Mogens Steffensen (Math. Methods Oper. Res., 2006)

Asset allocation and liquidity breakdowns: what if your broker does not answer the phone? - Peter Diesinger; Holger Kraft; Frank Thomas Seifried (Finance Stochastics, 2010)

Optimal Housing, Consumption, and Investment Decisions over the Life Cycle. - Holger Kraft; Claus Munk (Manag. Sci., 2011)

A dynamic programming approach to constrained portfolios. - Holger Kraft; Mogens Steffensen (Eur. J. Oper. Res., 2013)

Consumption-portfolio optimization with recursive utility in incomplete markets. - Holger Kraft; Frank Thomas Seifried; Mogens Steffensen (Finance Stochastics, 2013)

Solving Constrained Consumption-Investment Problems by Simulation of Artificial Market Strategies. - Björn Bick; Holger Kraft; Claus Munk (Manag. Sci., 2013)

Stochastic differential utility as the continuous-time limit of recursive utility. - Holger Kraft; Frank Thomas Seifried (J. Econ. Theory, 2014)

Optimal consumption and investment with Epstein-Zin recursive utility. - Holger Kraft; Thomas Seiferling; Frank Thomas Seifried (Finance Stochastics, 2017)

Pandemic portfolio choice. - Holger Kraft; Farina Weiss (Eur. J. Oper. Res., 2023)