Traditional Optimization Is Not Optimal for Leverage-Averse Investors BRUCE I. JACOBS AND KENNETH N. LEVY BRUCE I. JACOBS

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Date: 2014-03-27 12:08:15 Finance Money Economy Mathematical finance Financial risk Financial economics Expected utility Financial ratios Portfolio optimization Hyperbolic absolute risk aversion Leverage Two-moment decision model		Traditional Optimization Is Not Optimal for Leverage-Averse Investors BRUCE I. JACOBS AND KENNETH N. LEVY BRUCE I. JACOBS Add to Reading List Source URL: www.jlem.com Download Document from Source Website File Size: 638,02 KB Share Document on Facebook

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