Optimal HARA Investments with Terminal VaR Constraints

Marcos Escobar-Anel, Maximilian Keller, Rudi Zagst. Optimal HARA Investments with Terminal VaR Constraints. Adv. Operations Research, 2022, 2022. [doi]

Authors

Marcos Escobar-Anel

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Maximilian Keller

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Rudi Zagst

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