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"Optimal HARA Investments with Terminal VaR Constraints."

Marcos Escobar-Anel, Maximilian Keller, Rudi Zagst (2022)

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DOI: 10.1155/2022/6357701

access: open

type: Journal Article

metadata version: 2022-08-25

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  - journals/advor/Escobar-AnelKZ22
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  - https://dblp.org/rec/journals/advor/Escobar-AnelKZ22
Marcos Escobar-Anel, Maximilian Keller, Rudi Zagst:
Optimal HARA Investments with Terminal VaR Constraints. Adv. Oper. Res. 2022: 6357701:1-6357701:20 (2022)

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