Understanding leveraged ETFs' compounding effect
Narat Charupat, Zhe Ma and Peter Miu
| Year of publication: |
2023
|
|---|---|
| Authors: | Charupat, Narat ; Ma, Zhe ; Miu, Peter |
| Subject: | Compounding effect | Fund performance | Leveraged exchange-traded funds | Volatility asymmetry | Indexderivat | Index derivative | Volatilität | Volatility | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Kapitalstruktur | Capital structure |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/MF-07-2022-0307 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013503610