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...
Main Author: | Sbruzzi, Elton Felipe |
---|---|
Published: |
University of Essex
2012
|
Subjects: | |
Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.601462 |
Similar Items
-
International stock market integration of emerging Europe : analyses from aggregate level to firm level, from tranquil periods to shock periods
by: Emin, Dogus
Published: (2013) -
The impact of a speculative stock market on institutional investors
by: Savvas, Panayiotis
Published: (2012) -
A new way of defining and classifying stock market development
by: Kamugisha, Gration Gervase
Published: (2011) -
An empirical analysis of convergence for UK, US and European stock markets : the market risk premium and the value premium
by: Oyefeso, Oluwatobi
Published: (2003) -
Some tests of efficient markets hypothesis using individual stock data
by: Nawosah, Vivekanand
Published: (2005)