Leveraged exchange-traded funds : a comprehensive guide to structure, pricing, and performance
Narat Charupat and Peter Miu
| Year of publication: |
2016
|
|---|---|
| Authors: | Charupat, Narat ; Miu, Peter |
| Publisher: |
Houndmills, Basingstoke, Hampshire : Palgrave Macmillan |
| Subject: | Indexderivat | Index derivative | Indexfonds | Fremdkapital | Derivat <Wertpapier> |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | x, 176 pages illustrations 24 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references (pages 165-173) and index IntroductionRegulations and taxations of leveraged etfs -- Mechanics of leveraged exchange-traded funds -- Return dynamics and compounding effects -- Pricing efficiency -- Performance and tracking errors of LETF -- Trading strategies -- Options on LETFs. |
| ISBN: | 978-1-137-47820-7 ; 978-1-137-47822-1 ; 978-1-137-47821-4 |
| Other identifiers: | 10.1057/9781137478214 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011448630