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- Document type:
- Masterarbeit
- Author(s):
- Ehler, Nando Elias Mario (FIM)
- Title:
- Portfolio Choice of Investors with S-Shaped Utility and Loss Aversion under Affine GARCH Models
- Supervisor:
- Prof. Dr. Rudi Zagst
- Advisor:
- Prof. Dr. Marcos Escobar-Anel, Prof. Dr. Lars Stentoft (University of Western Ontario)
- Year:
- 2024
- Language:
- en
- University:
- Technische Universität München
- Faculty:
- TUM School of Computation, Information and Technology
- Commencing Date:
- 01.12.2024
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