Robust long-term growth rate of expected utility for leveraged ETFs
Year of publication: |
2024
|
---|---|
Authors: | Leung, Tim ; Park, Hyungbin ; Yeo, Heejun |
Subject: | Expected utility | Leveraged exchange-traded fund | Long-term growth rate | Robustness | Indexderivat | Index derivative | Erwartungsnutzen | Theorie | Theory | Wirtschaftswachstum | Economic growth | Risiko | Risk |
-
Long-term growth rate of expected utility for leveraged ETFs : martingale extraction approach
Leung, Tim, (2017)
-
Discounting an uncertain future
Gollier, Christian, (1998)
-
Discounting an uncertain future
Gollier, Christian, (1997)
- More ...
-
Long-term growth rate of expected utility for leveraged ETFs : martingale extraction approach
Leung, Tim, (2017)
-
Long-Term Growth Rate of Expected Utility for Leveraged ETFs : Martingale Extraction Approach
Leung, Tim, (2019)
-
Ross Recovery with Recurrent and Transient Processes
Park, Hyungbin, (2014)
- More ...