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Optimal HARA investments with terminal VaR constraints - MaRDI portal

Optimal HARA investments with terminal VaR constraints (Q2153966)

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Optimal HARA investments with terminal VaR constraints
scientific article

    Statements

    title
    Optimal HARA investments with terminal VaR constraints (English)
    0 references
    author
    Marcos Escobar Anel
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    Maximilian Keller
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    Rudi Zagst
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    publication date
    13 July 2022
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    Identifiers

    DOI
    10.1155/2022/6357701
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    zbMATH DE Number
    7556379
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    OpenAlex ID
    W4229454424
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