Author Search Results :: UTM Library Massive Scholar Tracking

1

Mean-Reverting 4/2 Principal Components Model. Financial Applications by Marcos Escobar-Anel, Zhenxian Gong

Published 2021-07-01

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2

The SEV-SV Model—Applications in Portfolio Optimization by Marcos Escobar-Anel, Weili Fan

Published 2023-01-01

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3

Optimal Consumption and Robust Portfolio Choice for the 3/2 and 4/2 Stochastic Volatility Models by Yuyang Cheng, Marcos Escobar-Anel

Published 2023-09-01

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4

Robust Portfolio Optimization with Environmental, Social, and Corporate Governance Preference by Marcos Escobar-Anel, Yiyao Jiao

Published 2024-02-01

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5

Robust Portfolio Choice under the Modified Constant Elasticity of Variance by Wei Li Fan, Marcos Escobar Anel

Published 2024-01-01

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6

Closed-form portfolio optimization under GARCH models by Marcos Escobar-Anel, Maximilian Gollart, Rudi Zagst

Published 2022-01-01

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7

Bayesian Learning in an Affine GARCH Model with Application to Portfolio Optimization by Marcos Escobar-Anel, Max Speck, Rudi Zagst

Published 2024-05-01

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8

Do jumps matter in discrete-time portfolio optimization? by Marcos Escobar-Anel, Ben Spies, Rudi Zagst

Published 2024-12-01

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