Narrow search
Showing 1 - 3 of 3
Cover Image
Introducing leverage aversion into portfolio theory and practice
Jacobs, Bruce I.; Levy, Kenneth N. - In: The journal of portfolio management : a publication of … 39 (2013) 2, pp. 1-2
Persistent link: https://www.econbiz.de/10009708229
Cover Image
Traditional optimization is not optimal for leverage-averse investors
Jacobs, Bruce I.; Levy, Kenneth N. - In: The journal of portfolio management : a publication of … 40 (2014) 2, pp. 30-40
Persistent link: https://www.econbiz.de/10010365121
Cover Image
A comparison of the mean-variance-leverage optimization model and the Markowitz general mean-variance portfolio selection model
Jacobs, Bruce I.; Levy, Kenneth N. - In: The journal of portfolio management : a publication of … 40 (2013) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10010246312