Abusing ETFs*
Author:
Affiliation:
1. Hong Kong University of Science and Technology
2. University of Mannheim
3. Leibniz University Hannover
4. Goethe University Frankfurt
Publisher
Oxford University Press (OUP)
Subject
Finance,Economics and Econometrics,Accounting
Link
http://academic.oup.com/rof/article-pdf/21/3/1217/26320308/rfw041.pdf
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5. The allocation of wealth to risky assets—the asset structure of individual portfolios and some implications for utility functions;Blume;The Journal of Finance,1975
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