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- Titel:
Value-at-Risk Constrained portfolios in incomplete markets: a dynamic programming approach to Heston's model
- Dokumenttyp:
- Working Paper
- Autor(en):
- Escobar M., Havrylenko Y. and R. Zagst
- Nicht-TUM Koautoren:
- Nein
- Kooperation:
- -
- Intellectual Contribution:
- Discipline-based Research
- Verlag / Institution:
- Annals of Operations Research
- Publikationsdatum:
- 31.01.2025
- Jahr:
- 2025
- Key publication:
- Nein
- commissioned:
- not commissioned
- Technology:
- Nein
- Interdisziplinarität:
- Nein
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