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