@article{Peters2011a,
  author = {Peters, Ole},
  title = {Optimal leverage from non-ergodicity},
  journal = {Quantitative Finance},
  year = {2011},
  volume = {11},
  number = {11},
  pages = {1593--1602},
  doi = {10.1080/14697688.2010.513338},
  eprint = {0902.2965},
  archivePrefix = {arXiv}
}