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- Dokumenttyp:
- Working Paper
- Autor(en):
- Escobar M., Gollart M., and Zagst R.
- Nicht-TUM Koautoren:
- Nein
- Kooperation:
- -
- Titel:
- Closed-form portfolio optimization under GARCH models
- Intellectual Contribution:
- Discipline-based Research
- Jahr:
- 2021
- Hinweise:
- submitted for publication
- Key publication:
- Nein
- commissioned:
- not commissioned
- Technology:
- Nein
- Interdisziplinarität:
- Nein
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