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The Decision to Lever

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  • Anderson, Robert M.
  • Bianchi, Stephen W.
  • Goldberg, Lisa R.

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  • Anderson, Robert M. & Bianchi, Stephen W. & Goldberg, Lisa R., 2013. "The Decision to Lever," Department of Economics, Working Paper Series qt8cg116sv, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    • Handle: RePEc:cdl:econwp:qt8cg116sv
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    File URL: https://www.escholarship.org/uc/item/8cg116sv.pdf;origin=repeccitec
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    References listed on IDEAS

    as
    1. Adrian, Tobias & Shin, Hyun Song, 2010. "Liquidity and leverage," Journal of Financial Intermediation, Elsevier, vol. 19(3), pages 418-437, July.
    2. Markus K. Brunnermeier & Lasse Heje Pedersen, 2009. "Market Liquidity and Funding Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 22(6), pages 2201-2238, June.
    3. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    4. Robert M. Anderson & Stephen W. Bianchi & Lisa R. Goldberg, 2012. "Will My Risk Parity Strategy Outperform?," Financial Analysts Journal, Taylor & Francis Journals, vol. 68(6), pages 75-93, November.
    5. Fu, Fangjian, 2009. "Idiosyncratic risk and the cross-section of expected stock returns," Journal of Financial Economics, Elsevier, vol. 91(1), pages 24-37, January.
    6. Anderson, Robert M. & Bianchi, Stephen W. & Goldberg, Lisa R., 2012. "Will My Risk Parity Strategy Outperform?," Department of Economics, Working Paper Series qt23t2s950, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    7. Philippe Jorion, 2000. "Risk management lessons from Long‐Term Capital Management," European Financial Management, European Financial Management Association, vol. 6(3), pages 277-300, September.
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