Unleveraged Portfolios and Pure Allocation Return
In asset management, the portfolio leverage affects performance, and can be subject to constraints and operational limitations. Due to the possible leverage aversion of the investors, the comparison between portfolio performances can be incomplete or misleading. We propose a procedure to unleverage...
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| Main Authors: | , , |
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| Format: | article |
| Language: | EN |
| Published: |
MDPI AG
2021
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| Subjects: | |
| Online Access: | https://doaj.org/article/e21eaf1ef7f0476f94c6c5eefcd57727 |
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