• Title of article

    Leverage, liquidity, volatility, time horizon, and the risk of ruin: A barrier option approach

  • Author/Authors

    Erik Norland، نويسنده , , D. Sykes Wilford، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2002
  • Pages
    15
  • From page
    225
  • To page
    239
  • Keywords
    Leverage , Liquidity , Time horizon , Monte-Carlo , Volatility
  • Journal title
    Review of Financial Economics
  • Serial Year
    2002
  • Journal title
    Review of Financial Economics
  • Record number

    231248