Leveraged funds: robust replication and performance evaluation (Q6053126): Difference between revisions

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+https://doi.org/10.1080/14697688.2023.2222753
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+W4382463111
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+Path-Dependence of Leveraged ETF Returns
@@ Property / cites work: Path-Dependence of Leveraged ETF Returns / rank @@
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+Q2771113
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+Portfolio Selection with Transaction Costs
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+Transaction costs, trading volume, and the liquidity premium
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+The limits of leverage
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+Q3184975
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+THE GENERAL STRUCTURE OF OPTIMAL INVESTMENT AND CONSUMPTION WITH SMALL TRANSACTION COSTS
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+Portfolio selection with transactions costs
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+Small‐cost asymptotics for long‐term growth rates in incomplete markets
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+Q4226355
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+Optimal investment and consumption with transaction costs
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+A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees
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+Modelling the rebalancing slippage of leveraged exchange-traded funds
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@@ links / mardi / name / links / mardi / name @@
+Publication:6053126