Research output per year
Research output per year
Personal profile
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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SDG 1 No Poverty -
SDG 10 Reduced Inequalities
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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.
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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
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Behavioral portfolio decisions in a GARCH world
Ehler, N., Escobar-Anel, M., Stentoft, L. & Zagst, R., Dec 2026, In: Financial Innovation. 12, 1, 123.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., Jun 2026, In: European Financial Management. 32, 3, p. 791-815 25 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Constant proportion performance participation
Zagst, R., Lim, W. & Khemka, G., 2026, In: Quantitative Finance. 26, 3, p. 433-448 16 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Optimal portfolios under net-zero targets
Hausladen, L., Lausser, T. & Zagst, R., 2026, (Accepted/In press) In: Annals of Operations Research.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