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Publications by Julie Mikhalevsky
Extreme Risk, Excess Return and Leverage: The LP Formula
SSRN Electronic Journal
Related publications
The Impact of Financial Crises on the Risk–return Tradeoff and the Leverage Effect
Economic Modelling
Economics
Econometrics
Leverage and Risk Taking
SSRN Electronic Journal
Leverage and Systemic Risk
Systemic Financial Risk
Procyclical Leverage and Value-At-Risk
Review of Financial Studies
Accounting
Economics
Econometrics
Finance
The Aggregate Excess Measure of Severity of Extreme Events
Journal of Research of the National Institute of Standards and Technology
Engineering
Risk and Return Around the Clock
SSRN Electronic Journal
Understanding Risk and Return
On the Risk Return Relationship
SSRN Electronic Journal
On the Risk Return Relationship
SSRN Electronic Journal
