Option pricing with conditional GARCH models von Escobar-Anel, Marcos, Rastegari, Javad, Stentoft, Lars

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Robust Portfolio Optimization with Environmental, Social, and Corporate Governance Preference von Escobar-Anel, Marcos, Jiao, Yiyao

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A multivariate 4/2 stochastic covariance model: properties and applications to portfolio decisions von Cheng, Yuyang, Escobar-Anel, Marcos

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The mean‐reverting 4/2 stochastic volatility model: Properties and financial applications von Escobar‐Anel, Marcos, Gong, Zhenxian

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The SEV-SV Model—Applications in Portfolio Optimization von Escobar-Anel, Marcos, Fan, Weili

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Closed-form portfolio optimization under GARCH models von Escobar-Anel, Marcos, Gollart, Maximilian, Zagst, Rudi

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Not all VIXs are (Informationally) equal: Evidence from affine GARCH option pricing models von Escobar-Anel, Marcos, Stentoft, Lars, Ye, Xize

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Mean-reverting 4/2 principal components model: Financial applications von Escobar, Marcos, Gong, Zhenxian

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Robust Portfolio Choice under the Modified Constant Elasticity of Variance von Fan, Wei Li, Anel, Marcos Escobar

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Mean–variance optimization under affine GARCH: A utility-based solution von Escobar-Anel, Marcos, Spies, Ben, Zagst, Rudi

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Discovery of Pleurotus cystidiosus (Agaricales, Pleurotaceae) in the north of Mexico von Hermández-Navarro, Eduardo, López-Peña, Damián, Lizárraga Escobar, Marcos

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Model uncertainty on commodity portfolios, the role of convenience yield von Chen, Junhe, Escobar-Anel, Marcos

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Expected Utility Theory on General Affine GARCH Models von Escobar-Anel, Marcos, Spies, Ben, Zagst, Rudi

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Optimal Consumption and Robust Portfolio Choice for the 3/2 and 4/2 Stochastic Volatility Models von Cheng, Yuyang, Escobar-Anel, Marcos

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Optimization of Marginal Price Forecasting in Mexico through applying Machine Learning Models von Guzmán Escobar, Marcos Fidel, Aguilar-Lasserre, Alberto Alfonso, Del Moral Argumedo, Marco Julio, Hernández Flores, Nicasio, Arroyo Figueroa, Gustavo

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A neural network Monte Carlo approximation for expected utility theory von Zhu, Yichen, Escobar, Marcos

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Derivatives-based portfolio decisions: an expected utility insight von Escobar-Anel, Marcos, Davison, Matt, Zhu, Yichen

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Portfolio optimization with wealth-dependent risk constraints von Escobar-Anel, Marcos, Wahl, Markus, Zagst, Rudi

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International portfolio choice under multi-factor stochastic volatility von Escobar-Anel, Marcos, Ferrando, Sebastian, Gschnaidtner, Christoph, Rubtsov, Alexey

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Do jumps matter in discrete-time portfolio optimization? von Escobar-Anel, Marcos, Spies, Ben, Zagst, Rudi

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