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- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Escobar M., Spies B., and Zagst R.
- Non-TUM Co-author(s):
- ja
- Cooperation:
- international
- Title:
- Mean-Variance Optimization under Affine GARCH: A Utility-Based Solution
- Intellectual Contribution:
- Discipline-based Research
- Journal title:
- Finance Research Letters
- Journal listet in FT50 ranking:
- nein
- Year:
- 2024
- Journal volume:
- 59
- Journal issue:
- 104749
- Covered by:
- Scopus
- Fulltext / DOI:
- doi:https://doi.org/10.1016/j.frl.2023.104749
- Scimago Quartil:
- Q1
- Judgement review:
- 0
- Key publication:
- Nein
- Peer reviewed:
- Ja
- Commissioned:
- not commissioned
- Technology:
- Nein
- Interdisciplinarity:
- Nein
- Mission statement:
- ;
- Ethics and Sustainability:
- Nein
- SDG:
- ;
BibTeX