Do leveraged ETFs really amplify late-day returns and volatility?

Journal of Financial Markets ◽

10.1016/j.finmar.2018.09.001 ◽

2018 ◽

Vol 41 ◽

pp. 36-56 ◽

Author(s):

Ivan T. Ivanov ◽

Stephen L. Lenkey

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How Long Can You Hold Leveraged ETFs?

10.2469/dig.v39.n3.27 ◽

2009 ◽

Vol 39 (3) ◽

pp. 117-117

Author(s):

Frank T. Magiera

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Risk and Reward of Fractionally-Leveraged ETFs in a Stock/Bond Portfolios

SSRN Electronic Journal ◽

10.2139/ssrn.3272532 ◽

2018 ◽

Author(s):

James DiLellio

Keyword(s):

Bond Portfolios ◽

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Risk Analysis of Leveraged ETFs

SpringerBriefs in Quantitative Finance - Leveraged Exchange-Traded Funds ◽

10.1007/978-3-319-29094-2_3 ◽

2016 ◽

pp. 37-50 ◽

Author(s):

Tim Leung ◽

Marco Santoli

Keyword(s):

Risk Analysis ◽

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On the Tracking Performance and Return Deviationof Real Estate Leveraged ETFs

The Journal of Alternative Investments ◽

10.3905/jai.2013.15.4.048 ◽

2013 ◽

Vol 15 (4) ◽

pp. 48-73 ◽

Author(s):

Hongfei Tang ◽

Xiaoqing Eleanor Xu

Keyword(s):

Real Estate ◽

Tracking Performance ◽

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Consistent Pricing of Options on Leveraged ETFs

SIAM Journal on Financial Mathematics ◽

10.1137/151003933 ◽

2015 ◽

Vol 6 (1) ◽

pp. 559-593 ◽

Author(s):

Andrew Ahn ◽

Martin Haugh ◽

Ashish Jain

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Understanding the Tracking Errors of Commodity Leveraged ETFs

Commodities, Energy and Environmental Finance - Fields Institute Communications ◽

10.1007/978-1-4939-2733-3_2 ◽

2015 ◽

pp. 39-63 ◽

Author(s):

Kevin Guo ◽

Tim Leung

Keyword(s):

Tracking Errors ◽

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Portfolio Insurance Using Leveraged ETFs

SSRN Electronic Journal ◽

10.2139/ssrn.3055199 ◽

2017 ◽

Author(s):

Jeffrey George ◽

William Trainor

Keyword(s):

Portfolio Insurance ◽

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Understanding the Tracking Errors of Commodity Leveraged ETFs

SSRN Electronic Journal ◽

10.2139/ssrn.2389411 ◽

2014 ◽

Author(s):

Kevin Guo ◽

Tim Leung

Keyword(s):

Tracking Errors ◽

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Understanding the risk of leveraged ETFs

Finance Research Letters ◽

10.1016/j.frl.2010.04.001 ◽

2010 ◽

Vol 7 (3) ◽

pp. 135-139 ◽

Author(s):

Robert A. Jarrow

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Leveraged ETFs with Market Closure and Frictions

SSRN Electronic Journal ◽

10.2139/ssrn.3856573 ◽

2021 ◽

Author(s):

Min Dai ◽

Steven Kou ◽

H. Mete Soner ◽

Chen Yang

Keyword(s):

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