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Title:

Closed-form portfolio optimization under GARCH models

Document type:
Zeitschriftenaufsatz
Author(s):
Escobar M.; Gollart M.; Zagst R.
Non-TUM Co-author(s):
ja
Cooperation:
international
Intellectual Contribution:
Discipline-based Research
Journal title:
Operations Research Perspectives
Year:
2022
Journal volume:
9
Pages contribution:
1-13
Fulltext / DOI:
doi:10.1016/j.orp.2021.100216
Status:
Preprint / submitted
Judgement review:
0
Key publication:
Nein
Peer reviewed:
Ja
Commissioned:
not commissioned
Technology:
Nein
Interdisciplinarity:
Nein
Mission statement:
;
Ethics and Sustainability:
Nein
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