Rational pricing of leveraged ETF expense ratios (Q2675246)
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scientific article; zbMATH DE number 7589219
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Rational pricing of leveraged ETF expense ratios |
scientific article; zbMATH DE number 7589219 |
Statements
Rational pricing of leveraged ETF expense ratios (English)
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21 September 2022
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leveraged ETFs
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margin loans
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expense ratios
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investment management
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cost of leverage
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volatility decay
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0.7613769769668579
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0.7383866310119629
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0.7321652173995972
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0.7273319363594055
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0.7225203514099121
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