Rational pricing of leveraged ETF expense ratios
Year of publication: |
2022
|
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Authors: | Garivaltis, Alex |
Published in: |
Annals of finance. - Heidelberg : Springer, ISSN 1614-2454, ZDB-ID 2172262-6. - Vol. 18.2022, 3, p. 393-418
|
Subject: | Cost of leverage | Expense ratios | Investment management | Leveraged ETFs | Margin loans | Volatility decay | Indexderivat | Index derivative | Kapitalstruktur | Capital structure | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
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