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]

@article{LiLYZ20-0,
  title = {Hedge fund's dynamic leverage decisions under time-inconsistent preferences},
  author = {Jiangyuan Li and Bo Liu and Jinqiang Yang and Zhentao Zou},
  year = {2020},
  doi = {10.1016/j.ejor.2019.12.037},
  url = {https://doi.org/10.1016/j.ejor.2019.12.037},
  researchr = {https://researchr.org/publication/LiLYZ20-0},
  cites = {0},
  citedby = {0},
  journal = {European Journal of Operational Research},
  volume = {284},
  number = {2},
  pages = {779-791},
}