Publication:
Economic value of the leverage effect

dc.contributor.advisorÇakmaklı, Cem
dc.contributor.departmentGraduate School of Social Sciences and Humanities
dc.contributor.kuauthorÖztürk, Verda
dc.contributor.programEconomics
dc.contributor.schoolcollegeinstituteGRADUATE SCHOOL OF SOCIAL SCIENCES AND HUMANITIES
dc.coverage.spatialİstanbul
dc.date.accessioned2024-11-09T22:22:24Z
dc.date.issued2019
dc.format.extent32 leaves : tables ; 30 cm
dc.identifier.urihttps://hdl.handle.net/20.500.14288/5160
dc.keywordsRealized volatility
dc.keywordsLeverage effect
dc.keywordsPortfolio allocation
dc.keywordsVolatility timing
dc.language.isoeng
dc.publisherKoç University
dc.relation.collectionKU Theses and Dissertations
dc.rightsrestrictedAccess
dc.rights.copyrightsnote© All Rights Reserved. Accessible to Koç University Affiliated Users Only!
dc.subjectPortfolio management
dc.subjectAsset allocation
dc.titleEconomic value of the leverage effect
dc.typeThesis
dspace.entity.typePublication
local.contributor.kuauthorÖztürk, Verda
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