Open AccessConstant leverage certificates: dynamics, performance, and risk-return characteristics
Author(s) -
Vladimir Anić
Publication year - 2020
Publication title -
quantitative finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2020032
Subject(s) - leverage (statistics) , econometrics , certificate , risk–return spectrum , standard deviation , computer science , financial economics , statistics , economics , mathematics , artificial intelligence , portfolio , algorithm