Hedge fund's dynamic leverage decisions under time-inconsistent preferences

Jiangyuan Li, Bo Liu, Jinqiang Yang, Zhentao Zou. Hedge fund's dynamic leverage decisions under time-inconsistent preferences. European Journal of Operational Research, 284(2):779-791, 2020. [doi]

Authors

Jiangyuan Li

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Bo Liu

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Jinqiang Yang

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Zhentao Zou

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