Hedge fund's dynamic leverage decisions under time-inconsistent preferences
Jiangyuan Li, Bo Liu, Jinqiang Yang, Zhentao Zou
| Year of publication: |
2020
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|---|---|
| Authors: | Li, Jiangyuan ; Liu, Bo ; Yang, Jinqiang ; Zou, Zhentao |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 284.2020, 2 (16.7.), p. 779-791
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| Subject: | Finance | Hedge fund | Leverage | Management fees and incentive fees | Time-inconsistent preferences | Hedgefonds | Kapitalstruktur | Capital structure | Theorie | Theory | Zeitkonsistenz | Time consistency | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2019.12.037 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012238809