@article{closedformportfoliooptimizationunder,
  title = {Closed-form portfolio optimization under GARCH models},
  author = {Marcos Escobar-Anel and Maximilian Gollart and Rudi Zagst},
  year = {2021},
  eprint = {2109.00433},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2109.00433v1},
}