| 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。 | 2. | Jarrow, Robert A.(2010)。Understanding the risk of leveraged ETFs。Finance Research Letters,7(3),135-139。 | 3. | Avellaneda, Marco、Zhang, Stanley J.(2010)。Path-Dependence of Leveraged ETF Returns。SIAM Journal on Financial Mathematics,1(1),586-603。 | 4. | Little, Patricia Knain(2010)。Inversed and Leveraged ETFs: Not Your Father's ETF。Journal of Index Investing,1(1),83-89。 | 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。 | 6. | Trainor, William J. Jr.(2010)。Do Leveraged ETFs Increase Volatility。Technology and Investment,1(3),215-220。 | 單篇論文1. | Lu, Lei,Wang, Jun,Zhang, Ge(20090801)。Long Term Performance of Leveraged ETFs,https://ssrn.com/abstract=1344133,(1344133)。 。 | |