Hedge fund's dynamic leverage decisions under time-inconsistent preferences
Year of publication: |
2020
|
---|---|
Authors: | Li, Jiangyuan ; Liu, Bo ; Yang, Jinqiang ; Zou, Zhentao |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 284.2020, 2 (16.7.), p. 779-791
|
Subject: | Finance | Hedge fund | Leverage | Management fees and incentive fees | Time-inconsistent preferences | Hedgefonds | Zeitkonsistenz | Time consistency | Portfolio-Management | Portfolio selection | Kapitalstruktur | Capital structure | Präferenztheorie | Theory of preferences |
-
Corporate liquidity and risk management with time-inconsistent preferences
Liu, Bo, (2019)
-
Time-inconsistent preferences, consumption, investment and life insurance decisions
Chen, Shou, (2020)
-
Modeling hedge fund leverage via power utility with subsistence
Morton, David P., (2013)
- More ...
-
Compensation and risk : a perspective on the Lake Wobegon effect
Li, Jiangyuan, (2019)
-
Compensation and Risk : A Perspective on the Lake Wobegon Effect
Li, Jiangyuan, (2019)
-
Time‐varying risk of rare disasters, investment, and asset pricing
Liu, Bo, (2020)
- More ...