Hedge funds trading strategies and leverage

DOI10.1016/J.JEDC.2023.104637zbMath1518.91241OpenAlexW4323664520MaRDI QIDQ6109935

Wen-li Huang, Lei Lu, Congming Mu, Wenqiong Liu

Publication date: 4 July 2023

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2023.104637

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Consumption utility-based pricing and timing of the option to invest with partial information
• Optimal investment strategy under time-inconsistent preferences and high-water mark contract
• Hedge fund's dynamic leverage decisions under time-inconsistent preferences
• Learning over the business cycle: policy implications
• A Rational Theory of Mutual Funds' Attention Allocation

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