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isPartOf:"Annals of finance"
subject:"Portfolio-Management"
~isPartOf:"Finance research letters"
~person:"Escobar, Marcos"
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Portfolio-Management
Portfolio selection
4
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4
Theory
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Erwartungsnutzen
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Expected utility
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ARCH model
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Escobar, Marcos
Boudt, Kris
3
Fernholz, Robert
3
Karatzas, Ioannis
3
Božović, Miloš
2
Castañeda, Pablo
2
Chen, Jingnan
2
Csóka, Péter
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Hodoshima, Jiro
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2
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2
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Zagst, Rudi
2
Aase Nielsen, Jørgen
1
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1
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1
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Annals of finance
Finance research letters
Quantitative finance
5
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Risks : open access journal
2
Applied mathematical finance
1
Computational economics
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Decision making and risk/return optimization in financial economics
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Decisions in economics and finance : a journal of applied mathematics
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IMA journal of management mathematics
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International review of economics & finance : IREF
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Journal of economic dynamics & control
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ECONIS (ZBW)
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1
Mean-variance optimization under affine GARCH : a utility-based solution
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445236
Saved in:
2
Derivatives-based portfolio decisions : an expected utility insight
Escobar, Marcos
;
Davison, Matt
;
Zhu, Yichen
- In:
Annals of finance
18
(
2022
)
2
,
pp. 217-246
Persistent link: https://www.econbiz.de/10013278982
Saved in:
3
Model uncertainty on commodity portfolios, the role of convenience yield
Chen, Junhe
;
Escobar, Marcos
- In:
Annals of finance
17
(
2021
)
4
,
pp. 501-528
Persistent link: https://www.econbiz.de/10012664148
Saved in:
4
Optimal investment in multidimensional Markov-modulated affine models
Neykova, Daniela
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 503-530
Persistent link: https://www.econbiz.de/10011459789
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