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Search: subject:"Leverage Constraint"
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Leverage constraint
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Why bank money creation?
Gersbach, Hans
;
Zelzner, Sebastian
-
2022
. With a suitable regulatory
leverage
constraint
, the gains from higher lending by banks with a high repayment pledgeability …
Persistent link: https://www.econbiz.de/10013191634
Saved in:
2
Why bank money creation?
Gersbach, Hans
;
Zelzner, Sebastian
-
2022
-
This version: April 20, 2022
. With a suitable regulatory
leverage
constraint
, the gains from higher lending by banks with a high repayment pledgeability …
Persistent link: https://www.econbiz.de/10013187924
Saved in:
3
Risk reduction and efficiency increase in large portfolios: Leverage and shrinkage
Zhao, Zhao
;
Ledoit, Olivier
;
Jiang, Hui
-
2020
find that a judiciously-chosen shrinkage method always outperforms an arbitrarily-determined
leverage
constraint
. By … of leverage is allowed, whereas tightening the
leverage
constraint
often hurts a DCC-NL portfolio. …
Persistent link: https://www.econbiz.de/10012155364
Saved in:
4
Risk reduction and efficiency increase in large portfolios : leverage and shrinkage
Zhao, Zhao
;
Ledoit, Olivier
;
Jiang, Hui
-
2020
-
Revised version
find that a judiciously-chosen shrinkage method always outperforms an arbitrarily-determined
leverage
constraint
. By … of leverage is allowed, whereas tightening the
leverage
constraint
often hurts a DCC-NL portfolio. …
Persistent link: https://www.econbiz.de/10012154193
Saved in:
5
Characteristics-based portfolio choice with leverage constraints
Ammann, Manuel
;
Coqueret, Guillaume
;
Schade, Jan-Philip
-
2016
Persistent link: https://www.econbiz.de/10011686455
Saved in:
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