Leverage management

DOI10.1007/S11579-010-0032-ZzbMath1255.91453OpenAlexW3189412649MaRDI QIDQ1932537

Hefei Wang, Chenyang Wang

Publication date: 20 January 2013

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-010-0032-z

zbMATH Keywords

portfolio optimizationtransaction costG11leverage decision

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Portfolio theory (91G10)

Related Items (2)

Costly information transmission in continuous time with implications for credit rating announcements ⋮ Leverage management in a bull-bear switching market

Cites Work

• Optimum consumption and portfolio rules in a continuous-time model
• Optimal investment and consumption with transaction costs
• MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS
• Multiperiod Consumption and Investment Behavior with Convex Transactions Costs
• HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH¹²
• Portfolio Selection with Transaction Costs

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