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The interplay between insurers' financial and asset risks during the crisis of 2007 - 2009

Baranoff, Etti; Sager, Thomas W. - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 3, pp. 348-379

Persistent link: https://www.econbiz.de/10009316260

Leverage and uncertainty

Turlakov, Mihail - In: The journal of investment strategies 6 (2017) 4, pp. 81-97

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Leverage aversion and risk parity

Asness, Clifford S.; Frazzini, Andrea; Pedersen, Lasse Heje - In: Financial analysts' journal : FAJ 68 (2012) 1, pp. 47-59

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Constructing risk parity portfolios : rebalance, leverage, or both?

Ruban, Oleg; Melas, Dimitris - In: The journal of investing 20 (2011) 1, pp. 99-107

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Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks

Tan, Senren; Zhuo, Jin; Wu, Fuke - In: Economic modelling 49 (2015), pp. 331-343

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Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure

Cai, Jun; Wang, Ying - In: Insurance / Mathematics & economics 100 (2021), pp. 329-349

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Synthetic leverage and fund risk-taking

Fricke, Daniel - 2021

Mutual fund risk-taking via active portfolio rebalancing varies both in the crosssection and over time. In this paper …, I show that the same is true for funds' off- balance sheet risk-taking, even after controlling for on-balance sheet … information. In the empirical application, I show that German equity funds have increased their risk-taking via synthetic leverage …