Work

Characteristics-based portfolio choice with leverage constraints

Year: 2016

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2016.04.019

Authors: Manuel Ammann, Guillaume Coqueret, Jan-Philip Schade

Institutions: University of St.Gallen, MBS School of Business

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3122701052

FWCI: 2.494

Cites: 52

Cited by: 28

Related to: 10