The limits of leverage
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Publication:5743123
DOI10.1111/mafi.12172zbMath1411.91503arXiv1506.02802OpenAlexW3105644850MaRDI QIDQ5743123
Paolo Guasoni, Eberhard Mayerhofer
Publication date: 8 May 2019
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.02802
Related Items (3)
Leveraged funds: robust replication and performance evaluation ⋮ LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH ⋮ Optimal rebalancing frequencies for multidimensional portfolios
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