Leveraged exchange-traded funds: a comprehensive guide to structure, pricing, and performance
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Basingstoke
Palgrave Macmillan
[2016]
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis Inhaltsverzeichnis Inhaltsverzeichnis |
| Item Description: | Includes bibliographical references and index |
| Physical Description: | x, 176 Seiten Illustrationen |
| ISBN: | 9781137478207 |
Staff View
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Record in the Search Index
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|---|---|
| adam_text | LEVERAGED EXCHANGE-TRADED FUNDS
/ CHARUPAT, NARAT [AUTHOR.]
: 2015
TABLE OF CONTENTS / INHALTSVERZEICHNIS
INTRODUCTION
REGULATIONS AND TAXATIONS OF LEVERAGED ETFS
MECHANICS OF LEVERAGED EXCHANGE-TRADED FUNDS
RETURN DYNAMICS AND COMPOUNDING EFFECTS
PRICING EFFICIENCY
PERFORMANCE AND TRACKING ERRORS OF LETF
TRADING STRATEGIES
OPTIONS ON LETFS
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
Contents
List of Figures vii
List of Tables ix
1 Introduction 1
2 Regulations and Taxations 13
3 Mechanics 21
4 Return Dynamics and Compounding Effects 35
5 Pricing Efficiency 49
6 Performance and Tracking Errors 73
7 Trading Strategies 111
8 Options on LETFs 139
Notes 165
Bibliography 171
Index 175
v
Contents
List of Figures vii
List of Tables ix
1 Introduction 1
2 Regulations and Taxations 13
3 Mechanics 21
4 Return Dynamics and Compounding Effects 35
5 Pricing Efficiency 49
6 Performance and Tracking Errors 73
7 Trading Strategies 111
8 Options on LETFs 139
Notes 165
Bibliography 171
Index 175
v
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| spelling | Charupat, Narat Verfasser (DE-588)171639561 aut Leveraged exchange-traded funds a comprehensive guide to structure, pricing, and performance Narat Charupat and Peter Miu Basingstoke Palgrave Macmillan [2016] x, 176 Seiten Illustrationen txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index Exchange traded funds Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Indexfonds (DE-588)4597125-0 gnd rswk-swf Fremdkapital (DE-588)4018422-5 gnd rswk-swf Indexfonds (DE-588)4597125-0 s Fremdkapital (DE-588)4018422-5 s Derivat Wertpapier (DE-588)4381572-8 s b DE-604 Miu, Peter Verfasser (DE-588)136233775 aut Erscheint auch als Online-Ausgabe, EPUB 978-1-137-47822-1 Erscheint auch als Online-Ausgabe, PDF 978-1-137-47821-4 LoC Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028377312&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028377312&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028377312&sequence=000006&line_number=0003&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Charupat, Narat Miu, Peter Leveraged exchange-traded funds a comprehensive guide to structure, pricing, and performance Exchange traded funds Derivat Wertpapier (DE-588)4381572-8 gnd Indexfonds (DE-588)4597125-0 gnd Fremdkapital (DE-588)4018422-5 gnd |
| subject_GND | (DE-588)4381572-8 (DE-588)4597125-0 (DE-588)4018422-5 |
| title | Leveraged exchange-traded funds a comprehensive guide to structure, pricing, and performance |
| title_auth | Leveraged exchange-traded funds a comprehensive guide to structure, pricing, and performance |
| title_exact_search | Leveraged exchange-traded funds a comprehensive guide to structure, pricing, and performance |
| title_full | Leveraged exchange-traded funds a comprehensive guide to structure, pricing, and performance Narat Charupat and Peter Miu |
| title_fullStr | Leveraged exchange-traded funds a comprehensive guide to structure, pricing, and performance Narat Charupat and Peter Miu |
| title_full_unstemmed | Leveraged exchange-traded funds a comprehensive guide to structure, pricing, and performance Narat Charupat and Peter Miu |
| title_short | Leveraged exchange-traded funds |
| title_sort | leveraged exchange traded funds a comprehensive guide to structure pricing and performance |
| title_sub | a comprehensive guide to structure, pricing, and performance |
| topic | Exchange traded funds Derivat Wertpapier (DE-588)4381572-8 gnd Indexfonds (DE-588)4597125-0 gnd Fremdkapital (DE-588)4018422-5 gnd |
| topic_facet | Exchange traded funds Derivat Wertpapier Indexfonds Fremdkapital |
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