Rational pricing of leveraged ETF expense ratios (Q2675246): Difference between revisions
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Property / DOI: 10.1007/s10436-022-00408-9 / rank | |||
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Property / OpenAlex ID: W3177221262 / rank | |||
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Property / arXiv ID: 2106.14820 / rank | |||
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Latest revision as of 16:47, 19 December 2024
scientific article
Language | Label | Description | Also known as |
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English | Rational pricing of leveraged ETF expense ratios |
scientific article |
Statements
Rational pricing of leveraged ETF expense ratios (English)
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21 September 2022
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leveraged ETFs
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margin loans
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expense ratios
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investment management
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cost of leverage
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volatility decay
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