Leverage management in a bull-bear switching market

DOI10.1016/J.JEDC.2012.04.004zbMath1345.91068OpenAlexW3124552150MaRDI QIDQ311005

Zhou Yang, Hefei Wang, Min Dai

Publication date: 28 September 2016

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2012.04.004

zbMATH Keywords

transaction costsleverageportfolio selectionbull-bear switching market

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (1)

Optimal Trend Following Trading Rules

Cites Work

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