Hibbeln, Martin; Metzler, Ralf; Osterkamp, Werner - In: Review of Derivatives Research 28 (2025) 2
obfuscate low security quality. Utilizing commonly used complexity proxies primarily based on the volume of the investment … partially price these dimensions of complexity: Since the financial crisis, investors have been demanding a significant risk … comprehensibility of disclosure documents beyond traditional complexity measures and highlight potential implications for originators …