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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
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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 -
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