Optimal portfolio choices using financial leverage

DOI10.1111/BOER.12215zbMATH Open1468.91139OpenAlexW2980042421WikidataQ127095362 ScholiaQ127095362MaRDI QIDQ4998367FDOQ4998367

Jose Olmo, Ricardo Laborda

Publication date: 8 July 2021

Published in: Bulletin of Economic Research (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/435093/1/OptimalPortfolioLeverageLOrevisedfinal.pdf

zbMATH Keywords

portfolio theoryfinancial leverageGMM estimation and testinglong-term optimal asset allocation

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cited In (1)

• A note on portfolio selection with restrictions on leverage

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