مرکز منطقه ای اطلاع رساني علوم و فناوري - The impact of financial leverage on risk of equity measured by loss-oriented risk measures: An option pricing approach

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 :

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

Link To Document :