Hedge funds trading strategies and leverage (Q6109935)

From MaRDI portal

Jump to:navigation, search

scientific article; zbMATH DE number 7707174

Language	Label	Description	Also known as
English	Hedge funds trading strategies and leverage	scientific article; zbMATH DE number 7707174

Statements

scholarly article

0 references

Hedge funds trading strategies and leverage (English)

0 references

0 references

0 references

0 references

0 references

Journal of Economic Dynamics \& Control

0 references

publication date

4 July 2023

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.jedc.2023.104637

0 references

Learning over the business cycle: policy implications

0 references

Optimal investment strategy under time-inconsistent preferences and high-water mark contract

0 references

A Rational Theory of Mutual Funds' Attention Allocation

0 references

Hedge fund's dynamic leverage decisions under time-inconsistent preferences

0 references

Consumption utility-based pricing and timing of the option to invest with partial information

0 references

Identifiers

zbMATH Open document ID

0 references

Mathematics Subject Classification ID

0 references

zbMATH DE Number

0 references

0 references

10.1016/J.JEDC.2023.104637

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6109935

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6109935&oldid=39705616"