Leveraged funds: robust replication and performance evaluation (Q6053126)
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scientific article; zbMATH DE number 7742098
Language | Label | Description | Also known as |
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English | Leveraged funds: robust replication and performance evaluation |
scientific article; zbMATH DE number 7742098 |
Statements
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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