Analysing the optimal level of leverage in stock markets using numerical methods and agent-based modelling

Leverage offers the possibility of enhancing financial returns and, consequently, the profit and the end of period wealth. Leverage is gaining importance and has been widely adopted in the financial markets for t,VD reasons. Firstly, brokers are interested in offering margins because they can charge...

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Bibliographic Details
Main Author: Sbruzzi, Elton Felipe
Published: University of Essex 2012
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.601462

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