Hedge funds trading strategies and leverage
Year of publication: |
2023
|
---|---|
Authors: | Huang, Wenli ; Liu, Wenqiong ; Lu, Lei ; Mu, Congming |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 149.2023, p. 1-18
|
Subject: | Hedge fund | Optimal leverage | High-water mark | Partial information | Hedgefonds | Portfolio-Management | Portfolio selection | Kapitalstruktur | Capital structure |
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