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~person:"Escobar, Marcos"
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Escobar, Marcos
Wagner, Joachim
1,125
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775
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705
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656
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ECONIS (ZBW)
40
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1
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
2
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
Saved in:
3
Portfolio optimization under Solvency II
Escobar, Marcos
;
Kriebel, Paul
;
Wahl, Markus
;
Zagst, Rudi
- In:
Decision making and risk/return optimization in …
,
(pp. 193-227)
.
2019
Persistent link: https://www.econbiz.de/10012134801
Saved in:
4
Portfolio choice with stochastic interest rates and learning about stock return predictability
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
International review of economics & finance : IREF
41
(
2016
),
pp. 347-370
Persistent link: https://www.econbiz.de/10011624748
Saved in:
5
Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity
Bergen, V.
;
Escobar, Marcos
;
Rubtsov, A.
;
Zagst, Rudi
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10011911537
Saved in:
6
Optimal fee structures in hedge funds
Escobar, Marcos
;
Höhn, Vincent
;
Seco, Luis
;
Zagst, Rudi
- In:
The journal of asset management
19
(
2018
)
7
,
pp. 522-542
Persistent link: https://www.econbiz.de/10011958149
Saved in:
7
Dynamic derivative strategies with stochastic interest rates and model uncertainty
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 49-71
Persistent link: https://www.econbiz.de/10011973854
Saved in:
8
Portfolio optimization in affine models with Markov switching
Escobar, Marcos
;
Neykova, Daniela
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-46
Persistent link: https://www.econbiz.de/10011403855
Saved in:
9
Single and Double Black-Cox : two approaches for modelling debt restructuring
Abínzano, Isabel
;
Seco, Luis
;
Escobar, Marcos
; …
- In:
Economic modelling
26
(
2009
)
5
,
pp. 910-917
Persistent link: https://www.econbiz.de/10003871224
Saved in:
10
CreditGrades framework within stochastic covariance models
Escobar, Marcos
;
Arian, Hamidreza
;
Seco, Luis
- In:
Journal of mathematical finance
2
(
2012
)
4
,
pp. 303-314
Persistent link: https://www.econbiz.de/10009725338
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