The price of liquidity in constant leverage strategies (Q5852474)
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scientific article; zbMATH DE number 5663440
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The price of liquidity in constant leverage strategies |
scientific article; zbMATH DE number 5663440 |
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The price of liquidity in constant leverage strategies (English)
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27 January 2010
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CPPI
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hedge fund
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liquidity premium
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constant leverage strategy
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