The effect of leverage on the magnitude of risk : can financial market Black Swan events : 10 sigma events and fat tails be explained by leverage?
David Fox; JiEun Lim; Claudia Wee
| Year of publication: |
2013
|
|---|---|
| Authors: | Fox, David ; Lim, JiEun ; Wee, Claudia |
| Published in: |
Economics & finance notes. - New Delhi : Research Science Press (India), ISSN 2277-9671, ZDB-ID 2723631-6. - Vol. 2.2013, 1/2, p. 45-54
|
| Subject: | Black Swan events | Global financial crisis | sigma | standard deviation | return | risk | Finanzkrise | Financial crisis | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Risiko | Risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010426274