| 期刊論文1. | Cheng, Minder、Madhavan, Ananth(2009)。The Dynamics of Leveraged and Inverse Exchange-Traded Funds。Journal of Investment Management,7(4),43-62。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Tang, H.、Xu, X. E.(2013)。Solving the Return Deviation Conundrum of Leveraged Exchange-Traded Funds。Journal of Financial and Quantitative Analysis,48(1),309-342。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Avellaneda, Marco、Zhang, Stanley J.(2010)。Path-Dependence of Leveraged ETF Returns。SIAM Journal on Financial Mathematics,1(1),586-603。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Trainor, William J. Jr.(2010)。Do Leveraged ETFs Increase Volatility。Technology and Investment,1(3),215-220。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Bansal, Vipul K.、Marshall, John F.(2015)。A Tracking Error Approach to Leveraged ETFs: Are They Really That Bad?。Global Finance Journal,26,47-63。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | 陳其財(2014)。開放投信事業募集槓桿型及反向型ETF。證券暨期貨月刊,32(12),5-12。 延伸查詢![new window](/gs32/images/newin.png) | 7. | Carver, A. B.(2009)。Do Leveraged and Inverse ETFs Converge to Zero?。ETFs and Indexing,2009(1),144-149。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 8. | Loviscek, A.、Tang, H.、Xu, X. E.(2014)。Do leveraged exchangetraded products deliver their stated multiples?。Journal of Banking & Finance,43(6),29-47。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 9. | Trainor, W. J. Jr.、Baryla, E. A. Jr.(2008)。Leveraged ETFs: A Risky Double that Doesn't Multiply by Two。Journal of Financial Planning,21(5),48-55。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 10. | Charupat, N.、Miu, P.(2011)。The Pricing and Performance of Leveraged Exchange-traded Funds。Journal of Banking and Finance,35(4),966-977。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 學位論文1. | 蘇亭丰(2015)。槓桿型與反向型ETF長短期追蹤績效之研究(碩士論文)。國立臺灣大學,臺北。 延伸查詢![new window](/gs32/images/newin.png) | 圖書1. | 證交所(2016)。大數據統計資料(股票、權證、ETF)。 延伸查詢![new window](/gs32/images/newin.png) | 單篇論文1. | Lu, Lei,Wang, Jun,Zhang, Ge(20090801)。Long Term Performance of Leveraged ETFs,https://ssrn.com/abstract=1344133,(1344133)。 。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | |