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Unraveling the relationship between sustainability and returns : a multi-attribute utility analysis
Escobar, Marcos
;
Jiao, Yiyao
- In:
China finance review international
14
(
2024
)
4
,
pp. 719-758
Persistent link: https://www.econbiz.de/10015323305
Saved in:
2
Multivariate risk aversion utility, application to ESG investments
Escobar, Marcos
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014225740
Saved in:
3
The mean‐reverting 4/2 stochastic volatility model : Properties and financial applications
Escobar, Marcos
;
Gong, Zhenxian
- In:
Applied Stochastic Models in Business and Industry
36
(
2020
)
5
,
pp. 836-856
Persistent link: https://www.econbiz.de/10012272537
Saved in:
4
A polynomial-affine approximation for dynamic portfolio choice
Zhu, Yichen
;
Escobar, Marcos
;
Davison, Matt
- In:
Computational economics
62
(
2023
)
3
,
pp. 1177-1213
Persistent link: https://www.econbiz.de/10014382894
Saved in:
5
Stochastic covariance and dimension reduction in the pricing of basket options
Escobar, Marcos
;
Krause, Daniel
;
Zagst, Rudi
- In:
Review of derivatives research
19
(
2016
)
3
,
pp. 165-200
Persistent link: https://www.econbiz.de/10011927967
Saved in:
6
Dynamic derivative strategies with stochastic interest rates and model uncertainty
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 49-71
Persistent link: https://www.econbiz.de/10011973854
Saved in:
7
Optimal fee structures in hedge funds
Escobar, Marcos
;
Höhn, Vincent
;
Seco, Luis
;
Zagst, Rudi
- In:
The journal of asset management
19
(
2018
)
7
,
pp. 522-542
Persistent link: https://www.econbiz.de/10011958149
Saved in:
8
Optimal consumption and investment in general affine GARCH models
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
OR spectrum : quantitative approaches in management
46
(
2024
)
3
,
pp. 987-1026
Persistent link: https://www.econbiz.de/10015188641
Saved in:
9
A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 497-519
Persistent link: https://www.econbiz.de/10014232681
Saved in:
10
Dynamic portfolio strategies under a fully correlated jump-diffusion process
Escobar, Marcos
;
Moreno-Franco, Harold A.
- In:
Annals of finance
15
(
2019
)
3
,
pp. 421-453
Persistent link: https://www.econbiz.de/10012240153
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