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- Title:
Optimal consumption and investment in general affine GARCH models
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Escobar-Anel, Marcos; Spies, Ben; Zagst, Rudi
- Non-TUM Co-author(s):
- ja
- Cooperation:
- international
- Intellectual Contribution:
- Discipline-based Research
- Journal title:
- OR Spectrum
- Journal listet in FT50 ranking:
- nein
- Year:
- 2024
- Covered by:
- Scopus
- Fulltext / DOI:
- doi:10.1007/s00291-024-00749-z
- WWW:
- https://doi.org/10.1007/s00291-024-00749-z
- Publisher:
- Springer Science and Business Media LLC
- E-ISSN:
- 0171-64681436-6304
- Scimago Quartil:
- Q1
- Status:
- Verlagsversion / published
- Submitted:
- 20.02.2023
- Accepted:
- 12.01.2024
- Date of publication:
- 24.02.2024
- Semester:
- WS 23-24
- Judgement review:
- 0
- Key publication:
- Ja
- Peer reviewed:
- Ja
- International:
- Ja
- Commissioned:
- not commissioned
- Technology:
- Nein
- Interdisciplinarity:
- Nein
- Mission statement:
- ;
- Ethics and Sustainability:
- Nein
- SDG:
- ;
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