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Leveraged exchange-traded funds : a comprehensive guide to structure, pricing, and performance /

Leveraged Exchange-Traded Funds (LETFs) are publicly-traded funds that promise to provide daily returns that are in a multiple (positive or negative) of the returns on an index. To meet that promise, the funds use leverage, which is typically obtained through derivatives such as futures contracts, f...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Charupat, Narat (Autor), Miu, Peter (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Houndmill, Basingstoke, Hampshire : Palgrave Macmillan, 2016.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Cover; Half Title; Title Page; Copyright Page; Table of Contents; List of Figures; List of Tables; 1 Introduction; 2 Regulations and Taxations; 3 Mechanics; 4 Return Dynamics and Compounding Effects; 5 Pricing Efficiency; 6 Performance and Tracking Errors; 7 Trading Strategies; 8 Options on LETFs; Notes; Bibliography; Index.