Expected returns with leverage constraints and target returns
Crossref DOI link: https://doi.org/10.1057/s41260-020-00199-6
Published Online: 2021-01-07
Published Print: 2021-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Xin, Leon (Liang) http://orcid.org/0000-0002-3288-2285
Ding, Shanshan
Text and Data Mining valid from 2021-01-07
Version of Record valid from 2021-01-07
Article History
Revised: 21 November 2020
Accepted: 30 November 2020
First Online: 7 January 2021