Expected returns with leverage constraints and target returns
Leon (Liang) Xin, Shanshan Ding
| Year of publication: |
2021
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|---|---|
| Authors: | Xin, Leon ; Ding, Shanshan |
| Published in: |
Journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 22.2021, 3, p. 200-208
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| Subject: | Portfolio optimization | Black-Litterman | Implied return | Expected return | Leverage constraint | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Theorie | Theory | CAPM | Liquiditätsbeschränkung | Liquidity constraint | Portfolio-Investition | Foreign portfolio investment | Kapitalstruktur | Capital structure | Erwartungsbildung | Expectation formation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-020-00199-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012581588