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題名:槓桿型與反向型ETF長短期追蹤績效之研究
書刊名:期貨與選擇權學刊
作者:蘇亭丰
作者(外文):Su, Ting-feng
出版日期:2016
卷期:9:1
頁次:頁61-101
主題關鍵詞:槓桿型ETF反向型ETF追蹤績效重新平衡機制Leveraged ETFInverse ETFTracking performanceRebalancing mechanism
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:0
  • 點閱點閱:22
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。  new window
2.Jarrow, Robert A.(2010)。Understanding the risk of leveraged ETFs。Finance Research Letters,7(3),135-139。  new window
3.Avellaneda, Marco、Zhang, Stanley J.(2010)。Path-Dependence of Leveraged ETF Returns。SIAM Journal on Financial Mathematics,1(1),586-603。  new window
4.Little, Patricia Knain(2010)。Inversed and Leveraged ETFs: Not Your Father's ETF。Journal of Index Investing,1(1),83-89。  new window
5.Trainor, William J. Jr.、Carroll, Mark G.(2013)。Forecasting Holding Periods for Leveraged ETFs Using Decay Thresholds: Theory and Applications。Journal of Financial Studies & Research,2013,1-12。  new window
6.Trainor, William J. Jr.(2010)。Do Leveraged ETFs Increase Volatility。Technology and Investment,1(3),215-220。  new window
單篇論文
1.Lu, Lei,Wang, Jun,Zhang, Ge(20090801)。Long Term Performance of Leveraged ETFs,https://ssrn.com/abstract=1344133,(1344133)。 。  new window
 
 
 
 
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