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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
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