Long-term growth rate of expected utility for leveraged ETFs : martingale extraction approach
Tim Leung, Hyungbin Park
| Year of publication: |
September 2017
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|---|---|
| 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 | Indexderivat | Index derivative | Erwartungsnutzen | Expected utility | Theorie | Theory | Wirtschaftswachstum | Economic growth | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024917500376 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011734273