Extreme Risk, Excess Return and Leverage: The LP Formula
2015 ◽
Vol 14
(6)
◽
pp. 1399-1408
◽
Keyword(s):
2021 ◽
Vol 18
(11)
◽
pp. 6015
2021 ◽
Vol 18
(4)
◽
pp. 1679
2004 ◽
Vol 38
(3)
◽
pp. 337-339
◽