Télécharger le livre :  Leveraged Exchange-Traded Funds
Ajouter à ma liste d'envies
This book provides an analysis, under both discrete-time and continuous-time frameworks, on the price dynamics of leveraged exchange-traded funds (LETFs), with emphasis on the roles of leverage ratio, realized volatility, investment horizon, and tracking errors.This...

Editeur : Springer
Parution : 2016-02-24
Collection : SpringerBriefs in Quantitative Finance
PDF, ePub

79,11