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Financial entanglement : a theory of incomplete integration, leverage, crashes, and contagion
Garleanu, Nicolae; Panageas, Stauros; Yu, Jianfeng - 2013
Persistent link: https://www.econbiz.de/10010187034
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Betting against correlation : testing theories of the low-risk effect
Asness, Cliff; Frazzini, Andrea; Gormsen, Niels; … - 2018
Persistent link: https://www.econbiz.de/10011884270
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Monitoring leverage
Geanakoplos, John; Pedersen, Lasse Heje - 2011
Persistent link: https://www.econbiz.de/10010217582
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Embedded leverage
Frazzini, Andrea; Pedersen, Lasse Heje - 2012
Persistent link: https://www.econbiz.de/10009680723