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The power of derivatives in portfolio optimization under affine GARCH models

Crossref DOI link: https://doi.org/10.1007/s10203-024-00433-5

Published Online: 2024-03-01

Published Print: 2024-06

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Escobar-Anel, Marcos https://orcid.org/0000-0001-9691-4322
Molter, Eric

Zagst, Rudi
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Text and Data Mining valid from 2024-03-01

Version of Record valid from 2024-03-01
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Article History

Received: 17 May 2023

Accepted: 20 January 2024

First Online: 1 March 2024

Declarations

:

: No conflict of interest.