Similar Search Results

Frazzini, Andrea; Pedersen, Lasse Heje - In: Review of asset pricing studies : RAPS 12 (2022) 1, pp. 1-52

Persistent link: https://www.econbiz.de/10012878804

Frazzini, Andrea - 2012

Many financial instruments are designed with embedded leverage such as options and leveraged exchange traded funds (ETFs). Embedded leverage alleviates investors' leverage constraints and, therefore, we hypothesize that embedded leverage lowers required returns. Consistent with this hypothesis,...

Persistent link: https://www.econbiz.de/10013097662

Forecasting holding periods for Leveraged ETFs using decay thresholds : theory and applications

Trainor, William J.; Carroll, Mark G. - In: Inventi impact: microfinance & banking (2013) 3, pp. 179-190

Persistent link: https://www.econbiz.de/10010193177

Embedded leverage

Frazzini, Andrea; Pedersen, Lasse Heje - 2012

Persistent link: https://www.econbiz.de/10009680723

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

Do leveraged exchange-traded products deliver their stated multiples?

Loviscek, Anthony L.; Tang, Hongfei; Xu, Xiaoqing Eleanor - In: Journal of banking & finance 43 (2014), pp. 29-47

Persistent link: https://www.econbiz.de/10010408362

A new method to measure the performance of leveraged exchange-traded funds

Charupat, Narat; Miu, Peter - In: The financial review : the official publication of the … 49 (2014) 4, pp. 735-763

Persistent link: https://www.econbiz.de/10010461099

A tracking error approach to leveraged ETFs : are they really that bad?

Bansal, Vipul K.; Marshall, John F. - In: Global finance journal 26 (2015), pp. 47-63

Persistent link: https://www.econbiz.de/10011477998

Return and volatility of emerging markets leveraged ETFs

Rompotis, Gerasimos - In: The journal of asset management 17 (2016) 3, pp. 165-194

Persistent link: https://www.econbiz.de/10011485146

Shorting leveraged ETF pairs

Hessel, Christopher; Nam, Jouahn; Wang, Jun; Xing, Cunyu; … - In: The journal of trading 13 (2018) 2, pp. 69-79

Persistent link: https://www.econbiz.de/10011877343