Long-term growth rate of expected utility for leveraged ETFs : martingale extraction approach
Year of publication: |
September 2017
|
---|---|
Authors: | Leung, Tim ; Park, Hyungbin |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 20.2017, 6, p. 1-33
|
Subject: | Long-term growth rate | expected utility | leveraged ETF | Erwartungsbildung | Expectation formation | USA | United States | Indexderivat | Index derivative |
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