Risk and reward of fractionally leveraged ETFs in a stock/bond portfolio
Year of publication: |
2018
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Authors: | DiLellio, James A. |
Published in: |
Financial services review : the journal of individual financial management. - Athens, Ohio : Academy of Financial Services, ISSN 1873-5673, ZDB-ID 1130453-4. - Vol. 27.2018, 4, p. 413-432
|
Subject: | Leveraged ETFs | Simulation | Geometric Brownian motion | Bootstrapping | Indexderivat | Index derivative | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Kapitaleinkommen | Capital income | Kapitalstruktur | Capital structure |
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