Risk-Based Auto-Deleveraging

Fuente: arXiv

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Bibliographic Details
Main Authors:	Campbell, Steven, Hey, Natascha, Moallemi, Ciamac C., Nutz, Marcel
Format:	Preprint
Published:	2026
Subjects:	Risk Management Mathematical Finance Trading and Market Microstructure
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2603.15963