- Titel:
Closed-form optimal investment under generalized GARCH Models
- Dokumenttyp:
- Working Paper
- Autor(en):
- Escobar M., Laussert T., and Zagst R.
- Nicht-TUM Koautoren:
- Nein
- Kooperation:
- -
- Intellectual Contribution:
- Discipline-based Research
- Verlag / Institution:
- submitted for publication
- Jahr:
- 2025
- Key publication:
- Nein
- commissioned:
- not commissioned
- Technology:
- Nein
- Interdisziplinarität:
- Nein
BibTeX