Leveraged funds: robust replication and performance evaluation (Q6053126)

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scientific article; zbMATH DE number 7742098
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English
Leveraged funds: robust replication and performance evaluation
scientific article; zbMATH DE number 7742098

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    Leveraged funds: robust replication and performance evaluation (English)
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    25 September 2023
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    transaction costs
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    performance evaluation
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    tracking error
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    leverage
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    ETFs
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