Leverage management in a bull-bear switching market
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Publication:311005
DOI10.1016/J.JEDC.2012.04.004zbMATH Open1345.91068OpenAlexW3124552150MaRDI QIDQ311005FDOQ311005
Authors: Min Dai, Hefei Wang, Zhou Yang 
Publication date: 28 September 2016
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2012.04.004
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- Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
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- Leverage management
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Cited In (2)
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