Leverage management in a bull-bear switching market
10.1016/j.jedc.2012.04.004
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sg-nus-scholar.10635-1034842023-09-05T21:14:31Z Leverage management in a bull-bear switching market Dai, M. Wang, H. Yang, Z. MATHEMATICS Bull-bear switching market Leverage Portfolio selection Transaction costs 10.1016/j.jedc.2012.04.004 Journal of Economic Dynamics and Control 36 10 1585-1599 JEDCD 2014-10-28T02:37:49Z 2014-10-28T02:37:49Z 2012-10 Article Dai, M., Wang, H., Yang, Z. (2012-10). Leverage management in a bull-bear switching market. Journal of Economic Dynamics and Control 36 (10) : 1585-1599. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jedc.2012.04.004 01651889 http://scholarbank.nus.edu.sg/handle/10635/103484 000307626900010 Scopus |
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National University of Singapore |
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NUS Library |
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Asia |
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Singapore Singapore |
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NUS Library |
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ScholarBank@NUS |
| topic |
Bull-bear switching market Leverage Portfolio selection Transaction costs |
| spellingShingle |
Bull-bear switching market Leverage Portfolio selection Transaction costs Dai, M. Wang, H. Yang, Z. Leverage management in a bull-bear switching market |
| description |
10.1016/j.jedc.2012.04.004 |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS Dai, M. Wang, H. Yang, Z. |
| format |
Article |
| author |
Dai, M. Wang, H. Yang, Z. |
| author_sort |
Dai, M. |
| title |
Leverage management in a bull-bear switching market |
| title_short |
Leverage management in a bull-bear switching market |
| title_full |
Leverage management in a bull-bear switching market |
| title_fullStr |
Leverage management in a bull-bear switching market |
| title_full_unstemmed |
Leverage management in a bull-bear switching market |
| title_sort |
leverage management in a bull-bear switching market |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/103484 |
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