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A Sensitivity Analysis of the...
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Robust long-term growth rate of expected utility for leveraged ETFs
Leung, Tim
;
Park, Hyungbin
;
Yeo, Heejun
- In:
Mathematics and financial economics
18
(
2024
)
4
,
pp. 671-705
Persistent link: https://www.econbiz.de/10015189218
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Long-term growth rate of expected utility for leveraged ETFs : martingale extraction approach
Leung, Tim
;
Park, Hyungbin
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011734273
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