Leverage management in a bull–bear switching market-Reference-Cited by-同舟云学术

Leverage management in a bull–bear switching market

Published:2012-10 Issue:10 Volume:36 Page:1585-1599
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Dai Min,Wang Hefei,Yang Zhou

Funder

Singapore MOE AcRF

NUS RMI

NNSF of China

Guangdong Innovative Universities in Outstanding Young Talent Cultivation

NNSF of Zhejiang

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference29 articles.

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5. Constantinides, G., Ghosh, A., 2010b. The Cross-Section of Returns with Regime Shifts in Consumption and Dividend Growth. Working Paper, University of Chicago.

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