Optimal portfolio choices using financial leverage

DOI10.1111/BOER.12215MaRDI QIDQ4998367zbMATH OpenOpenAlexWikidataFDO

Authors Ricardo Laborda, Jose Olmo

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)

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Cited in

(2)

• A note on portfolio selection with restrictions on leverage
• Portfolio leverage in asset allocation problems

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