• Title of article

    The impact of financial leverage on risk of equity measured by loss-oriented risk measures: An option pricing approach

  • Author/Authors

    Otto Karma، نويسنده , , Priit Sander، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    17
  • From page
    1340
  • To page
    1356
  • Keywords
    Leverage , Risk of equity , VAR , Downside risk , finance
  • Journal title
    European Journal of Operational Research
  • Serial Year
    2006
  • Journal title
    European Journal of Operational Research
  • Record number

    216296