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The unique risks of portfolio leverage: why modern portfolio theory fails and how to fix it
Jacobs, Bruce
;
Levy, Kenneth
- In:
Journal of Financial Perspectives
2
(
2014
)
3
,
pp. 113-126
as
volatility
aversion
, allowing each investor to determine the right amount of leverage given that investor’s preferred …
Persistent link: https://www.econbiz.de/10011124236
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