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R

Rudi Zagst

technical university of munich

16H指数
195论文数
984被引数
收录论文 17
发表时间
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Behavioral portfolio decisions in a GARCH world在GARCH世界中的行为投资组合决策
errFinancial Innovation
IF7.2
err2026-05-22
err0
errOAAI
errNando Ehler; Marcos Escobar-Anel; Lars Stentoft; Rudi Zagst
err分享
err收藏
Optimal portfolios under net-zero targets净零目标下的最优投资组合
errAnnals of Operations Research
IF4.5
err2026-04-11
err0
errOAAI
errLuis Hausladen; Tobias Lausser; Rudi Zagst
err分享
err收藏
Closed-Form Optimal Investment Under Generalized GARCH Models
errEUROPEAN FINANCIAL MANAGEMENT
IF3.1
err2025-11-01
err0
errOAAI
errEscobar-anel, Marcos; Lausser, Tobias; Zagst, Rudi
err分享
err收藏
Mean–variance optimization of terminal wealth and consumption终端财富与消费的均值-方差优化
errFinance Research Letters
IF6.9
err2025-09-15
err0
PREAI
errMarcos Escobar-Anel; Gaurav Khemka; Rudi Zagst
err分享
err收藏
Multivariate Affine GARCH in portfolio optimization. Analytical solutions and applications
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2025-03-01
err0
PREAI
errEscobar-Anel, Marcos; Yang, Yu-Jung; Zagst, Rudi
err分享
err收藏
Value-at-risk constrained portfolios in incomplete markets: a dynamic programming approach to Heston's model
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2025-01-31
err0
errOAAI
errEscobar-Anel, Marcos; Havrylenko, Yevhen; Zagst, Rudi
err分享
err收藏
Do jumps matter in discrete-time portfolio optimization?
errOPERATIONS RESEARCH PERSPECTIVES
IF3.7
err2024-12-01
err1
errOAAI
errEscobar-Anel, Marcos; Spies, Ben; Zagst, Rudi
err分享
err收藏
Analyzing credit spread changes using explainable artificial intelligence
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2024-07-01
err0
errOAAI
errHeger, Julia; Min, Aleksey; Zagst, Rudi
err分享
err收藏
Mean-variance optimization under affine GARCH: A utility-based solution
errFINANCE RESEARCH LETTERS
IF6.9
err2024-01-01
err1
PREAI
errEscobar-Anel, Marcos; Spies, Ben; Zagst, Rudi
err分享
err收藏
Optimal fees in hedge funds with first-loss compensation具有首次亏损补偿的对冲基金的最优费用
errJOURNAL OF BANKING & FINANCE
IF3.8
err2020-09-01
err3
errOAAI
errEscobar-Anel, M.; Havrylenko, Y.; Zagst, R.
err分享
err收藏
Option-like properties in the distribution of hedge fund returns
errFRONTIERS OF ENGINEERING MANAGEMENT
IF7.7
err2020-03-25
err1
PREAI
errDenk, Katharina; Djerroud, Ben; Seco, Luis A.; Shakourifar, Mohammad; Zagst, Rudi
err分享
err收藏
Option-Based performance participation
errJOURNAL OF BANKING & FINANCE
IF3.8
err2019-08-01
err2
PREAI
errZagst, Rudi; Kraus, Julia; Bertrand, Philippe
err分享
err收藏
Portfolio optimization under Solvency IISolvency II下的投资组合优化
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2018-04-02
err10
PREAI
errEscobar, Marcos; Kriebel, Paul; Wahl, Markus; Zagst, Rudi
err分享
err收藏
Pricing of derivatives on commodity indices
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2013-09-01
err3
PREAI
errRauch, Johannes; Krayzler, Mikhail; Brunner, Bernhard; Zagst, Rudi
err分享
err收藏
Modeling and managing portfolios including listed private equity
errCOMPUTERS & OPERATIONS RESEARCH
IF4.3
err2012-04-01
err6
errOAAI
errAigner, Philipp; Beyschlag, Georg; Friederich, Tim; Kalepky, Markus; Zagst, Rudi
err分享
err收藏
Stochastic dominance of portfolio insurance strategies投资组合保险策略的随机占优
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2009-05-20
err29
PREAI
errZagst, Rudi; Kraus, Julia
err分享
err收藏
Integrated portfolio management with options
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2008-03-01
err7
PREAI
errScheuenstuhl, Gerhard; Zagst, Rudi
err分享
err收藏

研究方向

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合作学者
合作期刊
M
M.C. Wahl
H 指数: 60 · 论文数: 417
J
Johannes Rauch
H 指数: 20 · 论文数: 90
L
Luis Seco
H 指数: 19 · 论文数: 96
A
Aleksey Min
H 指数: 16 · 论文数: 47
L
Lars Stentoft
H 指数: 15 · 论文数: 105
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