Rational pricing of leveraged ETF expense ratios
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Link
https://link.springer.com/content/pdf/10.1007/s10436-022-00408-9.pdf
Reference29 articles.
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3. Carathéodory, C.: Über den Variabilitätsbereich der Koeffizienten von Potenzreihen, die gegebene Werte nicht annehmen. Math. Ann. 64(1), 95–115 (1907). https://doi.org/10.1007/BF01449883
4. Cootner, P.H.: The Random Character of Stock Market Prices. MIT Press, Cambridge (1964). ISBN:9780262030090
5. Cover, T.M.: Universal Portfolios. Math. Financ. 1(1), 1–29 (1991). https://doi.org/10.1111/j.1467-9965.1991.tb00002.x
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