Fingerprint
Dive into the research topics where Rudi Zagst is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
-
Constant proportion performance participation
Zagst, R., Lim, W. & Khemka, G., 2026, (Accepted/In press) In: Quantitative Finance.Research output: Contribution to journal › Article › peer-review
Open Access -
Closed-Form Optimal Investment Under Generalized GARCH Models
Escobar-Anel, M., Lausser, T. & Zagst, R., 2025, (Accepted/In press) In: European Financial Management.Research output: Contribution to journal › Article › peer-review
Open Access -
Dynamic Portfolio Optimization Using Information from a Crisis Indicator
Gonzalo, V., Wahl, M. & Zagst, R., Aug 2025, In: Mathematics. 13, 16, 2664.Research output: Contribution to journal › Article › peer-review
Open Access -
Mean–variance optimization of terminal wealth and consumption
Escobar-Anel, M., Khemka, G. & Zagst, R., Dec 2025, In: Finance Research Letters. 86, 108420.Research output: Contribution to journal › Article › peer-review
-
Multivariate Affine GARCH in portfolio optimization. Analytical solutions and applications
Escobar-Anel, M., Yang, Y. J. & Zagst, R., Mar 2025, In: North American Journal of Economics and Finance. 77, 102376.Research output: Contribution to journal › Article › peer-review
1 Scopus citations