Dissecting the tracking performance of regular and leveraged VIX ETPs (Q2423929)
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scientific article; zbMATH DE number 7069565
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| English | Dissecting the tracking performance of regular and leveraged VIX ETPs |
scientific article; zbMATH DE number 7069565 |
Statements
Dissecting the tracking performance of regular and leveraged VIX ETPs (English)
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21 June 2019
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leveraged ETPs
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VIX
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futures term structure
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compounding effect
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tracking performance
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0.8308858
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0.8174906
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0.81143355
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0.80259645
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0.79745305
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0.7796076
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0.7792542
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0.77670044
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0.7765909
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