Farina Weiss

Goethe University Frankfurt

Faculty of Economics and Business

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

5

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1,476

SSRN CITATIONS
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Top 37,867

in Total Papers Citations

12

CROSSREF CITATIONS

8

Scholarly Papers (5)

1.
Downloads 567 ( 67,863)
Citation 5

Growth Options and Firm Valuation

Number of pages: 39 Posted: 05 Feb 2013 Last Revised: 17 Apr 2017
Goethe University Frankfurt, Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and Goethe University Frankfurt
Downloads 297 (141,904)

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Firm valuation, Real options, Volatility, R\&D expenses, PCA

Growth Options and Firm Valuation

SAFE Working Paper No. 6
Number of pages: 40 Posted: 27 Feb 2013 Last Revised: 17 Apr 2017
Goethe University Frankfurt, Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and Goethe University Frankfurt
Downloads 240 (175,994)

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Firm valuation, Real options, Volatility, R&D expenses, PCA

Growth Options and Firm Valuation

NBER Working Paper No. w18836
Number of pages: 42 Posted: 01 Mar 2013 Last Revised: 20 Jun 2022
Goethe University Frankfurt, Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and Goethe University Frankfurt
Downloads 23 (692,021)

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Growth Options and Firm Valuation

European Financial Management, Vol. 24, Issue 2, pp. 209-238, 2018
Number of pages: 30 Posted: 07 Mar 2018
Goethe University Frankfurt, Simon Fraser University (SFU)University of California, Los Angeles (UCLA) - Finance Area and Goethe University Frankfurt
Downloads 7 (840,137)
Citation 3

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firm valuation, real options, volatility, R & D expenses, PCA

Predictors and Portfolios Over the Life Cycle

Netspar Discussion Paper No. 01/2016-010
Number of pages: 61 Posted: 09 Mar 2016 Last Revised: 13 Jun 2018
Holger Kraft, Claus Munk and Farina Weiss
Goethe University Frankfurt, Copenhagen Business School and Goethe University Frankfurt
Downloads 205 (204,622)

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Return predictability, scenarios, welfare, performance, housing

Predictors and Portfolios Over the Life Cycle

SAFE Working Paper No. 139
Number of pages: 63 Posted: 01 Jun 2016 Last Revised: 13 Jun 2018
Holger Kraft, Claus Munk and Farina Weiss
Goethe University Frankfurt, Copenhagen Business School and Goethe University Frankfurt
Downloads 183 (226,538)

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Return predictability, scenarios, welfare, performance, housing

3.

Bequest Motives in Consumption-Portfolio Decisions with Recursive Utility

Number of pages: 39 Posted: 10 Jan 2020 Last Revised: 10 Dec 2021
Holger Kraft, Claus Munk and Farina Weiss
Goethe University Frankfurt, Copenhagen Business School and Goethe University Frankfurt
Downloads 210 (200,233)

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consumption-portfolio choice, life-cycle decisions, finite horizon, terminal condition, weight on bequest, Epstein-Zin utility

4.

Pandemic Portfolio Choice

Number of pages: 41 Posted: 09 Apr 2021 Last Revised: 06 Apr 2022
Holger Kraft and Farina Weiss
Goethe University Frankfurt and Goethe University Frankfurt
Downloads 162 (251,140)

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continuous optimization, existence and uniqueness, verification theorem, portfolio theory, recursive utility

Consumption-Portfolio Choice with Preferences for Cash

SAFE Working Paper No. 181
Number of pages: 43 Posted: 11 Sep 2017 Last Revised: 23 Jul 2018
Holger Kraft and Farina Weiss
Goethe University Frankfurt and Goethe University Frankfurt
Downloads 100 (361,775)

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consumption-portfolio choice, money in the utility function, stock demand, stochastic control, recursive utility

Consumption-Portfolio Choice with Preferences for Cash

Number of pages: 41 Posted: 07 Sep 2017 Last Revised: 23 Jul 2018
Holger Kraft and Farina Weiss
Goethe University Frankfurt and Goethe University Frankfurt
Downloads 49 (533,570)

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consumption-portfolio choice, money in the utility function, stock demand, stochastic control, recursive utility