Consumption-portfolio choice and asset pricing with preferences for social status

• Applicant: Professor Dr. Holger Kraft
• Subject Area: Accounting and Finance
• Term: from 2019 to 2023
• Project identifier: Deutsche Forschungsgemeinschaft (DFG) - Project number 420492791

• Final Report Year: 2024

No abstract available

Publications

• Dynamic asset allocation with relative wealth concerns in incomplete markets. Journal of Economic Dynamics and Control, 113, 103857.
  Kraft, Holger; Meyer-Wehmann, André & Seifried, Frank Thomas
  
• Endogenous habits and equilibrium asset prices. Journal of Economic Behavior & Organization, 197, 279-300.
  Kraft, Holger; Meyer-Wehmann, André & Seifried, Frank Thomas