Tracking error decomposition and return attribution for leveraged exchange traded funds
Vipul K. Bansal, John F. Marshall
| Year of publication: |
2015
|
|---|---|
| Authors: | Bansal, Vipul K. ; Marshall, John F. |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 28.2015, p. 84-94
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| Subject: | Exchange traded funds | Leveraged exchange traded funds | Tracking error | Return attribution | Performance attribution | Indexderivat | Index derivative | Kapitaleinkommen | Capital income | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.gfj.2015.11.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011478106