Work

Optimal Dynamic Trading with Leverage Constraints

Year: 1992

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2331365

Authors: Sanford J. Grossman, Jean-Luc Vila

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1990933550

FWCI: 4.499

Cites: 10

Cited by: 158

Related to: 10