Bad news bears : effects of expected market volatility on daily tracking error of leveraged bull and bear ETFs
Hunter Matthew Holzhauer; Xing Lu; Robert W. McLeod; Jamshid Mehran
| Year of publication: |
2013
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|---|---|
| Authors: | Holzhauer, Hunter Matthew ; Lu, Xing ; MacLeod, Robert W. ; Mehran, Jamshid |
| Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 39.2013, 12, p. 1169-1187
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| Subject: | Financial markets | Investment | Financial forecasting | Financial investment | Investment analysis | Investment funds | Investmentfonds | Investment Fund | Finanzmarkt | Financial market | Kapitalanlage | Börsenkurs | Share price | Finanzanalyse | Financial analysis | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Indexderivat | Index derivative | Volatilität | Volatility | Schätzung | Estimation | Kapitalmarkttheorie | Financial economics | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010197618