Understanding the risk of leveraged ETFs-Reference-Cited by-同舟云学术

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Understanding the risk of leveraged ETFs

Published:2010-09 Issue:3 Volume:7 Page:135-139
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Jarrow Robert A.

Publisher

Elsevier BV

Subject

Finance

Reference5 articles.

1. Avellaneda, M., Zhang, S., 2009. Path dependence of leveraged ETF returns, working paper. New York University.

2. Cheng, M., Madhavan, A., 2009. The dynamics of leveraged and inverse exchange-traded funds, working paper. Barclays Global Investors.

3. Lu, L., Wang, J., Zhang, G., 2009. Long term performance of leveraged ETFs, working paper. Baruch College.

4. Applications of Mathematics;Protter,2005

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