FINANCIAL LEVERAGE RISK: NEW DEFINITION AND EMPIRICAL ILLUSTRATION

Tomasz S. Berent

Chapter 8 in The Risk of Investment Products:From Product Innovation to Risk Compliance, 2011, pp 179-203 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:INTRODUCTIONFINANCIAL LEVERAGE IN THE LITERATURESIMPLE VERSUS COST LEVERAGELEVERAGE CUMULATIVE DISTRIBUTION FUNCTION (LCDF)FINANCIAL LEVERAGE RISK: NEW DEFINITIONFINANCIAL LEVERAGE RISK: SIMULATION RESULTSCONCLUSIONREFERENCES

Keywords: Risk Management; Financial Regulation; Financial Law; Asset Securitization; Complex Investment Products; Investment Advisory (search for similar items in EconPapers)
Date: 2011
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