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- Title:
Optimal HARA Investments with Terminal VaR Constraints
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Escobar-Anel, Marcos; Keller, Maximilian; Zagst, Rudi
- Journal title:
- Advances in Operations Research
- Year:
- 2022
- Journal volume:
- 2022
- Pages contribution:
- 1-20
- Fulltext / DOI:
- doi:10.1155/2022/6357701
- Publisher:
- Hindawi Limited
- E-ISSN:
- 1687-91551687-9147
- Date of publication:
- 09.05.2022
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