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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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