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Path-Dependence of Leveraged ETF Returns - MaRDI portal

Path-Dependence of Leveraged ETF Returns (Q3580039)

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scientific article
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English
Path-Dependence of Leveraged ETF Returns
scientific article

    Statements

    title
    Path-Dependence of Leveraged ETF Returns (English)
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    author
    Stanley Zhang
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    Marco Avellaneda
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    publication date
    11 August 2010
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    zbMATH Keywords
    ETFs
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    leveraged ETFs
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    volatility
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    Identifiers

    DOI
    10.1137/090760805
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    Mathematics Subject Classification ID
    91G70
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    62P05
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    62-07
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    zbMATH DE Number
    5769051
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    OpenAlex ID
    W3121484312
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