The impact of financial leverage on risk of equity measured by loss-oriented risk measures: an option pricing approach (Q2433491)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The impact of financial leverage on risk of equity measured by loss-oriented risk measures: an option pricing approach
scientific article

    Statements

    The impact of financial leverage on risk of equity measured by loss-oriented risk measures: an option pricing approach (English)
    0 references
    0 references
    0 references
    27 October 2006
    0 references
    0 references
    finance
    0 references
    leverage
    0 references
    risk of equity
    0 references
    VaR
    0 references
    downside risk
    0 references
    0 references