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A study of leveraged ETF based on geometric return - MaRDI portal

A study of leveraged ETF based on geometric return

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Publication:3191894

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DOI10.1080/00036811.2013.851863zbMath1429.62467OpenAlexW2042822902MaRDI QIDQ3191894

Cherng-tiao Perng, Ming Fang

Publication date: 25 September 2014

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00036811.2013.851863

zbMATH Keywords

Taylor's theorem volatility leverage arithmetic return ETF geometric return

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

Path-Dependence of Leveraged ETF Returns

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