Robust leverage choice of hedge funds with rare disasters
Year of publication: |
2023
|
---|---|
Authors: | Yan, Jingzhou ; Mu, Congming ; Yan, Qianhui ; Luo, Deqing |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 54.2023, p. 1-11
|
Subject: | Leverage | Ambiguity aversion | Hedge fund | High-water mark | Rare disasters | Hedgefonds | Risikoaversion | Risk aversion | Risiko | Risk | Hedging | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income |
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