LIBROS DEL AUTOR: marco santoli

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  • Leveraged Exchange-Traded Funds
    Marco Santoli / Tim Leung
    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. This study provides new insights on the risks associated with LETFs. It also leads to the discussion of new risk mana...
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    86,47 €