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Financial Leverage Risk: New Definition And Empirical Illustration

In: The Risk Of Investment Products From Product Innovation to Risk Compliance

Author

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  • Tomasz S. Berent

Abstract

The 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

Suggested Citation

  • Tomasz S. Berent, 2011. "Financial Leverage Risk: New Definition And Empirical Illustration," World Scientific Book Chapters, in: Michael CS Wong (ed.), The Risk Of Investment Products From Product Innovation to Risk Compliance, chapter 8, pages 179-203, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789814354998_0008
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