Portfolio allocation and borrowing constraints

Alzuabi, R. orcid.org/0000-0002-1783-4680, Brown, S., Gray, D. et al. (2 more authors) (2021) Portfolio allocation and borrowing constraints. Working Paper. Sheffield Economic Research Paper Series, 2021009 (2021009). Department of Economics, University of Sheffield ISSN 1749-8368

Abstract

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Authors/Creators:
Copyright, Publisher and Additional Information: © 2021 The Author(s). For reuse permissions, please contact the Author(s).
Keywords: Asset Allocation; Borrowing Constraints; Fractional Models
Dates:
  • Accepted: 1 December 2021
  • Published: 1 December 2021
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield) > Sheffield Economics Research Papers Series
The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 06 Dec 2021 12:31
Last Modified: 08 Dec 2021 06:12
Published Version: https://www.sheffield.ac.uk/media/28831/download
Status: Published
Publisher: Department of Economics, University of Sheffield
Series Name: Sheffield Economic Research Paper Series
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