Leverage management
type: Item
instance of: scholarly article
title: Leverage management
zbMATH Open document ID: 1255.91453
author: Hefei Wang
author: Chenyang Wang
published in: Mathematics and Financial Economics
publication date: 2013-01-20T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6127182
zbMATH Keywords: portfolio optimization
zbMATH Keywords: transaction cost
zbMATH Keywords: leverage decision
zbMATH Keywords: G11
MaRDI profile type: Publication
full work available at URL: s11579-010-0032-z
OpenAlex ID: W3189412649
cites work: Multiperiod Consumption and Investment Behavior with Convex Transactions Costs
cites work: HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH12
cites work: Portfolio Selection with Transaction Costs
cites work: MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS
cites work: Optimum consumption and portfolio rules in a continuous-time model
cites work: Optimal investment and consumption with transaction costs
DOI: 10.1007/S11579-010-0032-Z
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description: scientific article; zbMATH DE number 6127182