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Dissecting the tracking performance of regular and leveraged VIX ETPs - MaRDI portal

Dissecting the tracking performance of regular and leveraged VIX ETPs (Q2423929)

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Dissecting the tracking performance of regular and leveraged VIX ETPs
scientific article

    Statements

    title
    Dissecting the tracking performance of regular and leveraged VIX ETPs (English)
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    author
    Hongfei Tang
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    Xiaoqing Eleanor Xu
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    publication date
    21 June 2019
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    7069565
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    OpenAlex ID
    W2898619534
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    Wikidata QID
    Q129000296
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