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

@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697688.2023.2222753
+Normal rank
@@ Property / OpenAlex ID @@
+W4382463111
@@ Property / OpenAlex ID: W4382463111 / rank @@
+Normal rank
@@ Property / cites work @@
+Path-Dependence of Leveraged ETF Returns
@@ Property / cites work: Path-Dependence of Leveraged ETF Returns / rank @@
+Normal rank
@@ Property / cites work @@
+Q2771113
@@ Property / cites work: Q2771113 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
+Normal rank
@@ Property / cites work @@
+Transaction costs, trading volume, and the liquidity premium
+Normal rank
@@ Property / cites work @@
+The limits of leverage
@@ Property / cites work: The limits of leverage / rank @@
+Normal rank
@@ Property / cites work @@
+Q3184975
@@ Property / cites work: Q3184975 / rank @@
+Normal rank
@@ Property / cites work @@
+THE GENERAL STRUCTURE OF OPTIMAL INVESTMENT AND CONSUMPTION WITH SMALL TRANSACTION COSTS
+Normal rank
@@ Property / cites work @@
+Portfolio selection with transactions costs
@@ Property / cites work: Portfolio selection with transactions costs / rank @@
+Normal rank
@@ Property / cites work @@
+Small‐cost asymptotics for long‐term growth rates in incomplete markets
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3160516
@@ Property / cites work: Q3160516 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investment and consumption with transaction costs
+Normal rank
@@ Property / cites work @@
+A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees
+Normal rank
@@ Property / cites work @@
+Modelling the rebalancing slippage of leveraged exchange-traded funds
+Normal rank