Modeling hedge fund leverage via power utility with subsistence
David P. Morton; Ivilina Popova
| Year of publication: |
2013
|
|---|---|
| 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 | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitalstruktur | Capital structure | Nutzenfunktion | Utility function | Finanzmarkt | Financial market | Hedging | Risiko | Risk | Rendite | Yield |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010209502