Optimal Dynamic Trading with Leverage Constraints
| Year of publication: |
1992
|
|---|---|
| Authors: | Grossman, Sanford J. ; Vila, Jean-Luc |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 27.1992, 02, p. 151-168
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |