Search Results - person:"Buetow, Gerald W."

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Defending the indefensible

Buetow, Gerald W.; Hanke, Bernd - In: The journal of retirement : JOR 12 (2025) 3, pp. 110-119

Persistent link: https://www.econbiz.de/10015198729

Introducing the power series method to numerically approximate contingent claim partial differential equations

Buetow, Gerald W.; Sochacki, James - In: Journal of mathematical finance 9 (2019) 4, pp. 616-636

Persistent link: https://www.econbiz.de/10012433130

The VIX futures basis : determinants and implications

Buetow, Gerald W.; Henderson, Brian J. - In: The journal of portfolio management : a publication of … 42 (2016) 2, pp. 119-130

Persistent link: https://www.econbiz.de/10011685358

Are flows costly to ETF investors?

Henderson, Brian J.; Buetow, Gerald W. - In: The journal of portfolio management : a publication of … 40 (2014) 3, pp. 100-112

Persistent link: https://www.econbiz.de/10010365494

The performance of leveraged and inverse leveraged exchange-traded funds

Henderson, Brian J.; Buetow, Gerald W. - In: Journal of investment management : JOIM 12 (2014) 1, pp. 69-92

Persistent link: https://www.econbiz.de/10010388928

The Performance of Leveraged and Inverse Leveraged Exchange Traded Funds

Henderson, Brian J. - 2014

We document significant abnormal daily returns to leveraged and inverse leveraged exchange-traded funds (ETFs). Abnormal returns are positive for leveraged funds and negative to inverse leveraged funds, and the magnitude increases in the absolute value of the leverage multiple. We propose and...

Persistent link: https://www.econbiz.de/10013053657