Leveraged funds : robust replication and performance evaluation
Year of publication: |
2023
|
---|---|
Authors: | Guasoni, Paolo ; Mayerhofer, Eberhard |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 23.2023, 7/8, p. 1155-1176
|
Subject: | ETFs | Leverage | Performance evaluation | Tracking error | Transaction costs | Transaktionskosten | Performance-Messung | Performance measurement | Indexderivat | Index derivative | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Kapitalstruktur | Capital structure | Schätzung | Estimation |
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