{"title":"杠杆作为风险的衡量标准","authors":"Daniel Chertok","doi":"10.2139/ssrn.1330431","DOIUrl":null,"url":null,"abstract":"Leverage is treated as a measure of risk factor sensitivity. It can be computed using the \"equivalent security'' approach to determine \"bucketized risk''.","PeriodicalId":201603,"journal":{"name":"Organizations & Markets eJournal","volume":"339 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2009-01-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Leverage as a Measure of Risk\",\"authors\":\"Daniel Chertok\",\"doi\":\"10.2139/ssrn.1330431\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Leverage is treated as a measure of risk factor sensitivity. It can be computed using the \\\"equivalent security'' approach to determine \\\"bucketized risk''.\",\"PeriodicalId\":201603,\"journal\":{\"name\":\"Organizations & Markets eJournal\",\"volume\":\"339 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2009-01-20\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Organizations & Markets eJournal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.1330431\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Organizations & Markets eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.1330431","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Leverage is treated as a measure of risk factor sensitivity. It can be computed using the "equivalent security'' approach to determine "bucketized risk''.
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