Publication: Economic value of the leverage effect
dc.contributor.advisor | Çakmaklı, Cem | |
dc.contributor.department | Graduate School of Social Sciences and Humanities | |
dc.contributor.kuauthor | Öztürk, Verda | |
dc.contributor.program | Economics | |
dc.contributor.schoolcollegeinstitute | GRADUATE SCHOOL OF SOCIAL SCIENCES AND HUMANITIES | |
dc.coverage.spatial | İstanbul | |
dc.date.accessioned | 2024-11-09T22:22:24Z | |
dc.date.issued | 2019 | |
dc.format.extent | 32 leaves : tables ; 30 cm | |
dc.identifier.uri | https://hdl.handle.net/20.500.14288/5160 | |
dc.keywords | Realized volatility | |
dc.keywords | Leverage effect | |
dc.keywords | Portfolio allocation | |
dc.keywords | Volatility timing | |
dc.language.iso | eng | |
dc.publisher | Koç University | |
dc.relation.collection | KU Theses and Dissertations | |
dc.rights | restrictedAccess | |
dc.rights.copyrightsnote | © All Rights Reserved. Accessible to Koç University Affiliated Users Only! | |
dc.subject | Portfolio management | |
dc.subject | Asset allocation | |
dc.title | Economic value of the leverage effect | |
dc.type | Thesis | |
dspace.entity.type | Publication | |
local.contributor.kuauthor | Öztürk, Verda | |
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