Name: Leveraged Exchange-Traded Funds
Price: 908.95 DKK
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Author: Tim Leung
ISBN: 9783319290928

Leveraged Exchange-Traded Funds af Tim Leung

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908,95 kr.

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This book provides an analysis, under both discrete-time and continuous-time frameworks, on the price dynamics of leveraged exchange-traded funds (LETFs), with emphasis on the roles of leverage ratio, realized volatility, investment horizon, and tracking errors.

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Sprog:
Engelsk

ISBN:
9783319290928

Forlag:
Springer International Publishing AG

Indbinding:
Paperback

Sideantal:
97

Udgivet:
8. marts 2016

Udgave:
12016

Størrelse:
155x235x6 mm.

Vægt:
1766 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 17. januar 2025

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This book provides an analysis, under both discrete-time and continuous-time frameworks, on the price dynamics of leveraged exchange-traded funds (LETFs), with emphasis on the roles of leverage ratio, realized volatility, investment horizon, and tracking errors.

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