Leverage Aversion and Risk Parity

This publication has 19 references indexed in Scilit:

• Margin-based Asset Pricing and Deviations from the Law of One Price
  The Review of Financial Studies, 2011
• Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly
  CFA Magazine, 2011
• Two Monetary Tools: Interest Rates and Haircuts
  NBER Macroeconomics Annual, 2011
• “Speculative Leverage: A False Cure for Pension Woes”: A Comment
  CFA Magazine, 2010
• Market Liquidity and Funding Liquidity
  The Review of Financial Studies, 2008
• The Cross‐Section of Volatility and Expected Returns
  The Journal of Finance, 2006
• Why Not 100% Equities
  The Journal of Portfolio Management, 1996
• Beta and Return
  The Journal of Portfolio Management, 1993
• The Cross-Section of Expected Stock Returns
  The Journal of Finance, 1992
• Capital Market Equilibrium with Restricted Borrowing
  The Journal of Business, 1972