2017
DOI: 10.21314/jois.2017.087
|View full text |Cite
|
Sign up to set email alerts
|

Leverage and uncertainty

Abstract: Risk and uncertainty will always be a matter of experience, luck, skills, and modelling. Leverage is another concept, which is critical for the investor's decisions and results. Adaptive skills and quantitative probabilistic methods need to be used in successful management of risk, uncertainty and leverage. The author explores how uncertainty beyond risk determines consistent leverage in a simple model of the world with fat tails due to significant, not fully quantifiable and not too rare events. Among particu… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

0
0
0

Publication Types

Select...

Relationship

0
0

Authors

Journals

citations
Cited by 0 publications
references
References 22 publications
(43 reference statements)
0
0
0
Order By: Relevance

No citations

Set email alert for when this publication receives citations?