Leveraged ETFs with Market Closure and Frictions

2021 ◽  
Author(s):  
Min Dai ◽  
Steven Kou ◽  
H. Mete Soner ◽  
Chen Yang
Keyword(s):  
Leveraged Etfs

How Long Can You Hold Leveraged ETFs?

CFA Digest ◽  
2009 ◽  
Vol 39 (3) ◽  
pp. 117-117
Author(s):  
Frank T. Magiera
Keyword(s):  
Leveraged Etfs

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

2018 ◽  
Author(s):  
James DiLellio
Keyword(s):  
Bond Portfolios ◽  
Leveraged Etfs

Risk Analysis of Leveraged ETFs

2016 ◽  
pp. 37-50 ◽  
Author(s):  
Tim Leung ◽  
Marco Santoli
Keyword(s):  
Risk Analysis ◽  
Leveraged Etfs

On the Tracking Performance and Return Deviationof Real Estate Leveraged ETFs

2013 ◽  
Vol 15 (4) ◽  
pp. 48-73 ◽  
Author(s):  
Hongfei Tang ◽  
Xiaoqing Eleanor Xu
Keyword(s):  
Real Estate ◽  
Tracking Performance ◽  
Leveraged Etfs

Consistent Pricing of Options on Leveraged ETFs

2015 ◽  
Vol 6 (1) ◽  
pp. 559-593 ◽  
Author(s):  
Andrew Ahn ◽  
Martin Haugh ◽  
Ashish Jain
Keyword(s):  
Leveraged Etfs

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

2018 ◽  
Vol 41 ◽  
pp. 36-56 ◽  
Author(s):  
Ivan T. Ivanov ◽  
Stephen L. Lenkey
Keyword(s):  
Leveraged Etfs

scholarly journals Portfolio Insurance Using Leveraged ETFs

2017 ◽  
Author(s):  
Jeffrey George ◽  
William Trainor
Keyword(s):  
Portfolio Insurance ◽  
Leveraged Etfs

scholarly journals Understanding the Tracking Errors of Commodity Leveraged ETFs

2014 ◽  
Author(s):  
Kevin Guo ◽  
Tim Leung
Keyword(s):  
Tracking Errors ◽  
Leveraged Etfs

Understanding the risk of leveraged ETFs

2010 ◽  
Vol 7 (3) ◽  
pp. 135-139 ◽  
Author(s):  
Robert A. Jarrow
Keyword(s):  
Leveraged Etfs
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