Hedge fund leverage with stochastic market conditions
Year of publication: |
2018
|
---|---|
Authors: | Zhao, Li ; Huang, Wenli ; Yang, Chen ; Li, Shenghong |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 57.2018, p. 258-273
|
Subject: | Financial crisis | Hedge fund | High-water mark | Leverage | State shift | Hedgefonds | Finanzkrise | Portfolio-Management | Portfolio selection | Kapitalstruktur | Capital structure |
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