Path-dependence of leveraged ETF returns (Q3580039)
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scientific article; zbMATH DE number 5769051
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Path-dependence of leveraged ETF returns |
scientific article; zbMATH DE number 5769051 |
Statements
Path-Dependence of Leveraged ETF Returns (English)
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11 August 2010
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ETFs
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leveraged ETFs
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volatility
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0.8433106541633606
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0.8147182464599609
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0.7944506406784058
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0.7613769769668579
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0.753194272518158
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