Optimal portfolio policies with borrowing and shortsale constraints

Journal of Economic Dynamics and Control

Volumn 24, Issue 11-12, 2000, Pages 1623-1639

  Teplá, Lucie ^a  

^a INSEAD   (France)

Author keywords

Borrowing constraints; G11; Optimal investment; Shortsale constraints

Indexed keywords

EID: 0040877041     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(99)00089-5     Document Type: Article

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