Leverage management in a bull-bear switching market

Leverage management in a bull-bear switching market

10.1016/j.jedc.2012.04.004

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Bibliographic Details
Main Authors: Dai, M., Wang, H., Yang, Z.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
Subjects:
Bull-bear switching market
Leverage
Portfolio selection
Transaction costs
Online Access:http://scholarbank.nus.edu.sg/handle/10635/103484
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Institution: National University of Singapore
Description
Summary:10.1016/j.jedc.2012.04.004

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