Login
- Title:
Optimal HARA Investments with terminal VaR constraints
- Document type:
- Working Paper
- Author(s):
- Escobar M., Keller M., and Zagst R.
- Non-TUM Co-author(s):
- Ja
- Cooperation:
- -
- Intellectual Contribution:
- Discipline-based Research
- Publisher:
- Advances in Operations Research, Vol. 2022, Article ID 6357701
- Year:
- 2022
- WWW:
- https://doi.org/10.1155/2022/6357701%20
- Key publication:
- Nein
- International:
- Nein
- Commissioned:
- not commissioned
- Technology:
- Nein
- Interdisciplinarity:
- Nein
BibTeX