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- Title:
The Power of Derivatives in Portfolio Optimization under Affine GARCH models
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Escobar M., Molter M. and Zagst R.
- Non-TUM Co-author(s):
- ja
- Cooperation:
- -
- Intellectual Contribution:
- Discipline-based Research
- Journal title:
- Decisions in Economics and Finance
- Journal listet in FT50 ranking:
- nein
- Year:
- 2024
- Fulltext / DOI:
- doi:10.1007/s10203-024-00433-5
- Status:
- Verlagsversion / published
- 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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