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The pricing and performance of leveraged exchange-traded funds
Charupat, Narat; Miu, Peter - In: Journal of banking & finance 35 (2011) 4, pp. 966-977
Persistent link: https://www.econbiz.de/10009244206
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The pricing efficiency of leveraged exchange-traded funds : evidence from the US markets
Charupat, Narat; Miu, Peter - In: The journal of financial research 36 (2013) 2, pp. 253-277
Persistent link: https://www.econbiz.de/10009783107
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Special issue on exchange-traded funds
Miu, Peter (contributor) - 2013
Persistent link: https://www.econbiz.de/10009740270
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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
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Leveraged exchange-traded funds : a comprehensive guide to structure, pricing, and performance
Charupat, Narat; Miu, Peter - 2016
Introduction -- Regulations and taxations of leveraged etfs -- Mechanics of leveraged exchange-traded funds -- Return dynamics and compounding effects -- Pricing efficiency -- Performance and tracking errors of LETF -- Trading strategies -- Options on LETFs
Persistent link: https://www.econbiz.de/10011448630
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Performance of Japanese leveraged ETFs
Miu, Peter; Yueh, Meng-Lan; Han, Jing - In: Pacific-Basin finance journal 65 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013209731
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Understanding leveraged ETFs' compounding effect
Charupat, Narat; Ma, Zhe; Miu, Peter - In: Managerial finance 49 (2023) 1, pp. 163-186
Persistent link: https://www.econbiz.de/10013503610