Narrow search
Showing 11 - 20 of 664,472
Cover Image
Leverage aversion and risk parity
Asness, Clifford S.; Frazzini, Andrea; Pedersen, Lasse Heje - In: Financial analysts' journal : FAJ 68 (2012) 1, pp. 47-59
Persistent link: https://www.econbiz.de/10009558184
Cover Image
Three essays on corporate bonds and their impacts on firms' investment decisions
Fang, Ming - 2006
Persistent link: https://www.econbiz.de/10009267326
Cover Image
Essays on Portfolio- and Bank-Management
Graf, Ferdinand - 2011
Persistent link: https://www.econbiz.de/10009423569
Cover Image
Leverage and default in binomial economies : a complete characterization
Fostel, Ana; Geanakoplos, John - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 6, pp. 2191-2229
Persistent link: https://www.econbiz.de/10011431541
Cover Image
Funding liquidity, debt tenor structure, and creditor’s belief : an exogenous dynamic debt run model
Liang, Gechun; Lütkebohmert-Holtz, Eva; Wei, Wei - In: Mathematics and financial economics 9 (2015) 4, pp. 271-302
Persistent link: https://www.econbiz.de/10011378101
Cover Image
Quantifying the impact of leveraging and diversification on systemic risk
Tasca, Paolo; Mavrodiev, Pavlin; Schweitzer, Frank - In: Journal of financial stability 15 (2014), pp. 43-52
Persistent link: https://www.econbiz.de/10011306485
Cover Image
Debt collateralization and maximal leverage
Gong, Feixue; Phelan, Gregory - 2015
Persistent link: https://www.econbiz.de/10011333092
Cover Image
Collateralized borrowing and increasing risk
Phelan, Gregory - 2015
Persistent link: https://www.econbiz.de/10011333118
Cover Image
Renditeeigenschaften, Replikationsqualität und Preiseffizienz von Leveraged, Short und Leveraged Short Exchange-Traded Funds
Schmitz, Sebastian B. - 2015
Persistent link: https://www.econbiz.de/10011327479
Cover Image
Explpring the use of the Kelly criterion for Basel capital requirement : an optimal and countercyclical appoach
Wong, Max C. Y. - In: Journal of risk management in financial institutions 8 (2015) 1, pp. 45-61
Persistent link: https://www.econbiz.de/10010526458