The effects of dependent beliefs on endogenous leverage (Q1680144)
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scientific article; zbMATH DE number 6811297
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The effects of dependent beliefs on endogenous leverage |
scientific article; zbMATH DE number 6811297 |
Statements
The effects of dependent beliefs on endogenous leverage (English)
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22 November 2017
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leverage
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portfolio effects
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copulas
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collateral
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heterogeneous beliefs
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0.7114758491516113
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0.7082621455192566
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0.7059709429740906
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0.7031314969062805
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0.7028777599334717
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