Estimation of holding periods applied to the case of short and leveraged ETFs
Year of publication: |
2017
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Authors: | Schubert, Leo ; Schubert, David |
Published in: |
Atlantic Review of Economics. - A Coruña : Colegio de Economistas de A Coruña, ISSN 2174-3835. - Vol. 1.2017
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Publisher: |
A Coruña : Colegio de Economistas de A Coruña |
Subject: | Holding periods | Duration | Exponential distribution | Geometric Distribution | Sampling | Maximum Likelihood estimation | Short and Leveraged Exchange-Traded Funds (ETFs) |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 1029367167 [GVK] hdl:10419/191957 [Handle] |
Classification: | G23 - Pension Funds; Other Private Financial Institutions ; G24 - Investment Banking; Venture Capital; Brokerage ; C13 - Estimation ; C20 - Econometric Methods: Single Equation Models. General ; C41 - Duration Analysis ; c46 |
Source: |
-
Estimation of holding periods applied to the case of short and leveraged ETFs
Schubert, Leo, (2017)
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The geometric exponential Poisson distribution
Nadarajah, Saralees, (2013)
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A Skew Laplace Distribution on Integers
Kozubowski, Tomasz, (2006)
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Estimation of holding periods applied to the case of short and leveraged ETFs
Schubert, Leo, (2017)
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Hedging portfolios with short ETFs
Michalik, Thorsten, (2009)
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Hedge ratios for short and leveraged ETFs
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