Concepedia

A tracking error approach to leveraged ETFs: Are they really that bad?

Vipul K. Bansal, John F. Marshall

Global Finance Journal · 2015 · 19 citations · 9 references

DOI

Concepts

References

9

Path-Dependence of Leveraged ETF Returns

Marco Avellaneda, Stanley Zhang · SIAM Journal on Financial Mathematics · 2010 · 134 citations

, , +16

The pricing and performance of leveraged exchange-traded funds

Narat Charupat, Peter Miu · Journal of Banking & Finance · 2010 · 117 citations

, , +12

Leveraged ETFs: A Risky Double That Doesn’t Multiply by Two

William H. Sackley · CFA Digest · 2008 · 28 citations · Full text

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Leveraged and Inverse ETFs, Holding Periods, andInvestment Shortfalls

Ilan Guedj, Guohua Li, Craig McCann · The Journal of Index Investing · 2010 · 27 citations

, , +15

Leveraged and inverse ETF performance during the financial crisis

Pauline Shum, Jisok Kang · Managerial Finance · 2013 · 25 citations

, , +10