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LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH - MaRDI portal

LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH (Q5367499)

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scientific article; zbMATH DE number 6790989
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English
LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH
scientific article; zbMATH DE number 6790989

    Statements

    title
    LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH (English)
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    author
    Tim Leung
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    Hyungbin Park
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    publication date
    13 October 2017
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    zbMATH Keywords
    long-term growth rate
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    expected utility
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    leveraged ETF
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    cites work
    The limits of leverage
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    Q5482561
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    Q3530675
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    Q4942767
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    Q4318497
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    Identifiers

    zbMATH DE Number
    6790989
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    arXiv ID
    1612.01013
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