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- Title:
Multivariate Affine GARCH in portfolio optimization. Analytical solutions and Applications
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Escobar M., Yang Y.J., and Zagst R.
- Non-TUM Co-author(s):
- ja
- Cooperation:
- -
- Intellectual Contribution:
- Discipline-based Research
- Journal title:
- North American Journal of Economics and Finance
- Journal listet in FT50 ranking:
- nein
- Year:
- 2025
- Year / month:
- 2025-03
- Fulltext / DOI:
- doi:https://doi.org/10.1016/j.najef.2025.102376
- Judgement review:
- None
- Key publication:
- Nein
- Peer reviewed:
- Ja
- Commissioned:
- not commissioned
- Technology:
- Nein
- Interdisciplinarity:
- Nein
- Mission statement:
- ;
- Ethics and Sustainability:
- Nein
- SDG:
- ;
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