Modeling hedge fund leverage via power utility with subsistence
Year of publication: |
2013
|
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Authors: | Morton, David P. ; Popova, Ivilina |
Published in: |
Journal of derivatives & hedge funds. - Basingstoke : Palgrave Macmillian, ISSN 1753-9641, ZDB-ID 2408771-3. - Vol. 19.2013, 2, p. 77-85
|
Subject: | hedge funds | leverage | portfolio risk | utility functions | Theorie | Theory | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Risiko | Risk | Hedging | Nutzenfunktion | Utility function | Kapitalstruktur | Capital structure | Nutzen | Utility |
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