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- Title:
Optimal Consumption and Investment in General Affine GARCH Models
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Escobar M., Spies B., and Zagst R.
- Non-TUM Co-author(s):
- ja
- Cooperation:
- -
- Intellectual Contribution:
- Discipline-based Research
- Journal title:
- OR Spectrum
- Journal listet in FT50 ranking:
- nein
- Year:
- 2024
- Fulltext / DOI:
- doi:10.1007/s00291-024-00749-z
- 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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