Dissecting the tracking performance of regular and leveraged VIX ETPs
Year of publication: |
2019
|
---|---|
Authors: | Tang, Hongfei ; Xu, Xiaoqing Eleanor |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 22.2019, 2, p. 261-327
|
Subject: | Leveraged ETPs | VIX | Futures term structure | Compounding effect | Tracking performance | Kapitaleinkommen | Capital income |
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