Leveraged Exchange-Traded Funds
Marco Santoli, Tim Leung
Springer International Publishing AG, 2016
98,50 €On orderDelivery: 2-3 weeks
This book provides an analysis, under both discrete-time and continuous-time frameworks, on the price dynamics of leveraged exchange-traded funds (LETFs), with emphasis on the roles of leverage ratio, realized volatility, investment horizon, and tracking errors.
- ISBN-13
- 9783319290928
- ISBN-10
- 3319290924
- Publisher
- Springer International Publishing AG
- Year
- 2016
- Publication date
- 2016-03-08
- Pages
- 97
- Dimensions
- 233x155x8
- Weight
- 176