Expected Utility Theory on General Affine GARCH Models (Q5041836)
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scientific article; zbMATH DE number 7603400
Language | Label | Description | Also known as |
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English | Expected Utility Theory on General Affine GARCH Models |
scientific article; zbMATH DE number 7603400 |
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Expected Utility Theory on General Affine GARCH Models (English)
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18 October 2022
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dynamic portfolio optimization
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affine GARCH models
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non-Gaussian innovations
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IG-GARCH model
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expected utility theory
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wealth-equivalent loss
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