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Modeling hedge fund leverage via power utility with subsistence
Morton, David P.; Popova, Ivilina - In: Journal of derivatives & hedge funds 19 (2013) 2, pp. 77-85
Persistent link: https://www.econbiz.de/10010209502
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Efficient portfolios computed with moment-based bounds
Morton, David P.; Dokov, Steftcho; Popova, Ivilina - In: Finance research letters 51 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014291616
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How good are default investment policies in defined contribution pension plans?
Duque, Daniel; Morton, David P.; Pagnoncelli, Bernardo K. - In: Journal of pension economics and finance : JPEF 20 (2021) 2, pp. 252-272
Persistent link: https://www.econbiz.de/10012505367