Monthly-rebalanced leveraged exchange-traded products : performance and mandatory rebalancing needs
Ying Yuan, Yizhao Huang, Haoran Chen
| Year of publication: |
2021
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|---|---|
| Authors: | Yuan, Ying ; Huang, Yizhao ; Chen, Haoran |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 57.2021, p. 1-17
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| Subject: | Fund performance | Leveraged Exchange-Traded Funds (LETFs) | Leveraged Exchange-Traded Products (LETPs) | Monthly rebalance | Rebalancing needs | Indexderivat | Index derivative | Investmentfonds | Investment Fund | Kapitalstruktur | Capital structure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101431 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012822209