A new method to measure the performance of leveraged exchange-traded funds
Year of publication: |
2014
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Authors: | Charupat, Narat ; Miu, Peter |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 49.2014, 4, p. 735-763
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Subject: | exchange-traded funds | leverage | tracking errors | regression analysis | bull funds | bear funds | Indexderivat | Index derivative | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
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