- Titel:
Optimal HARA Investments with terminal VaR constraints
- Dokumenttyp:
- Working Paper
- Autor(en):
- Escobar M., Keller M., and Zagst R.
- Nicht-TUM Koautoren:
- Ja
- Kooperation:
- -
- Intellectual Contribution:
- Discipline-based Research
- Verlag / Institution:
- Advances in Operations Research, Vol. 2022, Article ID 6357701
- Jahr:
- 2022
- WWW:
- https://doi.org/10.1155/2022/6357701%20
- Key publication:
- Nein
- International:
- Nein
- commissioned:
- not commissioned
- Technology:
- Nein
- Interdisziplinarität:
- Nein
- BibTeX