Search Results - subject:"leverage constraints"

Banks, Capital Flows and Financial Crises

Akinci, Ozge; Queraltó, Albert - Federal Reserve Board (Board of Governors of the … - 2014

binding leverage constraints and may endogenously affect the strength of their balance sheets by issuing new equity. The model …

Persistent link: https://www.econbiz.de/10011075151

Can leverage constraints help investors?

Heimer, Rawley Z. - 2014

Persistent link: https://www.econbiz.de/10010497156

Leverage constraints and asset prices : insights from mutual fund risk taking

Boguth, Oliver; Simutin, Mikhail - In: Journal of financial economics 127 (2018) 2, pp. 325-341

Persistent link: https://www.econbiz.de/10011968874

Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents

Veld, Daan in 't - In: Journal of economic dynamics & control 69 (2016), pp. 45-67

Persistent link: https://www.econbiz.de/10011708428

Betting against beta

Frazzini, Andrea; Pedersen, Lasse Heje - In: Journal of Financial Economics 111 (2014) 1, pp. 1-25

We present a model with leverage and margin constraints that vary across investors and time. We find evidence consistent with each of the model's five central predictions: (1) Because constrained investors bid up high-beta assets, high beta is associated with low alpha, as we find empirically...

Persistent link: https://www.econbiz.de/10010718732

Betting against beta

Frazzinia, Andrea; Pedersen, Lasse Heje - In: Journal of financial economics 111 (2014) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10010255547