Robust long-term growth rate of expected utility for leveraged ETFs

DOI10.1007/s11579-024-00371-1MaRDI QIDQ6655912

Hyungbin Park, Tim Leung, Heejun Yeo

Publication date: 27 December 2024

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

zbMATH Keywords

robustnessexpected utilitylong-term growth rateleveraged exchange-traded fund

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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