Limited liability leverage (L3) : a new measure of leverage
Year of publication: |
2011
|
---|---|
Authors: | Jorion, Philippe ; Cherem, Mayer |
Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 13.2010/11, 3, p. 35-42
|
Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure |
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