Investment performance of shorted leveraged ETF pairs
Year of publication: |
Sep 2017
|
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Authors: | Jiang, Xinxin ; Peterburgsky, Stanley |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 44, p. 4410-4427
|
Subject: | Exchange traded funds | ETFs | pair trading | portfolio management | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Indexderivat | Index derivative | Kapitalanlage | Financial investment | Finanzanalyse | Financial analysis |
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