Login
- Title:
Closed-form portfolio optimization under GARCH models
- Document type:
- Working Paper
- Author(s):
- Escobar M., Gollart M., and Zagst R.
- Non-TUM Co-author(s):
- Nein
- Cooperation:
- -
- Intellectual Contribution:
- Discipline-based Research
- Year:
- 2021
- Notes:
- submitted for publication
- Key publication:
- Nein
- Commissioned:
- not commissioned
- Technology:
- Nein
- Interdisciplinarity:
- Nein
BibTeX