A tracking error approach to leveraged ETFs : are they really that bad?
Year of publication: |
2015
|
---|---|
Authors: | Bansal, Vipul K. ; Marshall, John F. |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 26.2015, p. 47-63
|
Subject: | Exchange traded funds | Leveraged exchange traded funds | Tracking error | Constant leverage trap | Dynamic rebalancing | Indexderivat | Index derivative | Kapitalstruktur | Capital structure | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income |
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