Optimal Dynamic Trading with Leverage Constraints

Authors
Sandra J. Grossman Jean-Luc Vila
Citation
Sandra J. Grossman et Jean-Luc Vila, Optimal Dynamic Trading with Leverage Constraints, Journal of financial and quantitative analysis, 27(02), 1992, pp. 151
Journal title
Journal of financial and quantitative analysis → ACNP
ISSN journal
00221090
Volume
27
Issue
02
Year of publication
1992
Database
ICR
SICI code
0022-1090(1992)27:02<151:ODTWLC>2.0.ZU;2-F