Pitfalls and potential: An attempt to demystify leveraged & inverse exchange-traded index funds

[PDF] brunel.ac.uk

Portfolio optimisation models

C Arbex Valle - 2013 - bura.brunel.ac.uk
In this thesis we consider three different problems in the domain of portfolio optimisation.
The first problem we consider is that of selecting an Absolute Return Portfolio (ARP). ARPs …
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[BOOK][B] Anomalies in Taylor Series, and Tracking Errors and Homomorphisms in the Returns of Leveraged/Inverse ETFs and Synthetic ETFs/Funds

MIC Nwogugu, MIC Nwogugu - 2018 - Springer
This chapter illustrates and explains the biases, anomalies and problems inherent in
Leveraged/Inverse EFTs and Synthetic ETFs/Funds which often have tracking errors and …
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[PDF] agora.edu.es

Fondos cotizados apalancados e inversos apalancados

GG Rompotis - Aestimatio: The IEB International Journal of Finance, 2014 - agora.edu.es
The leveraged and inverse ETFs are the subject of the current paper. At first, a
comprehensive review of the literature on leveraged ETFs is provided. Then, the features …
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