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

Author:

Li Jiangyuan,Liu Bo,Yang Jinqiang,Zou Zhentao

Funder

National Natural Science Foundation of China

Shanghai University of Finance and Economics

Fundamental Research Funds for the Central Universities

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference29 articles.

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2. Picoeconomics: The strategic interaction of successive motivational states within the person;Ainslie,1992

3. Procrastination and obedience;Akerlof;American Economic Review,1991

4. Understanding time-inconsistent heterogeneous preferences in economics and finance: A practice theory approach;Andrikopoulos;Annals of Operations Research,2019

5. Hedge fund leverage;Ang;Journal of Financial Economics,2011

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