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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:
Working Paper submitted for publication
Journal listet in FT50 ranking:
nein
Year:
2024
Judgement review:
0
Key publication:
Nein
Peer reviewed:
Ja
Commissioned:
not commissioned
Technology:
Nein
Interdisciplinarity:
Nein
Mission statement:
;
Ethics and Sustainability:
Nein
SDG:
;
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