(PDF) Extreme Risk, Excess Return and Leverage: The LP

Extreme Risk, Excess Return and Leverage: The LP Formula

SSRN Electronic Journal

doi 10.2139/ssrn.2513879

Full Text

Abstract

Available in full text

Date

January 1, 2014

Authors

Olivier Le Marois

Julie Mikhalevsky

Publisher

Elsevier BV

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