Conferences

2012 
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
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