Modeling hedge fund leverage via power utility with subsistence
| 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 24087713. - Vol. 19.2013, 2 (21.5.), p. 77-85
|