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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
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