ESCOBAR M. LAUSSER T. R. ZAGST
Closed-form optimal investment under generalized GARCH Models
2025

Gonzalo, Victor;Wahl, Markus;Zagst, Rudi
Dynamic Portfolio Optimization Using Information from a Crisis Indicator
Mathematics
2025
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2664

Gonzalo V., Wahl M., and Zagst R.
Dynamic Portfolio Optimization using Information from a Crisis Indicator
Working Paper, submitted for publlication
2025

Ehler N., Escobar M., Stentoft L., and Zagst R.
Behavioral Portfolio Decisions in a GARCH World
Management Science
2025

Escobar M., Khemka G., and R. Zagst
Mean-Variance optimization of terminal wealth and consumption
Working Paper, submitted for publication
2025

Escobar M., Laussert T., and Zagst R.
Closed-form optimal investment under generalized GARCH Models
2025

Khemka G., Lim W., and Zagst R.
Constant Proportion Performance Participation
2025

Altheimer J., Han L., Trueck S. and Zagst R.
Financial Innovation in Retail Electricity Markets: Residential Solar and Battery Power Purchase Agreements
2024

Altheimer J., S. Truck, Zagst R. and Zhang J.
A Stationary Bootstrap Approach to Simulating Rooftop Solar PV Generation and Electricity Consumption from Households
2024

Escobar M., Havrylenko Y., and R. Zagst
Value-at-Risk Constrained portfolios in incomplete markets: a dynamic programming approach to Heston's model
2025