X
Search Filters
Format Format
Format Format
X
Sort by Item Count (A-Z)
Filter by Count
Web Resource (698) 698
Newspaper Article (58) 58
Journal Article (29) 29
Book Chapter (14) 14
Dissertation (3) 3
Magazine Article (3) 3
Trade Publication Article (3) 3
more...
Subjects Subjects
Subjects Subjects
X
Sort by Item Count (A-Z)
Filter by Count
leveraged buyouts--lbo (758) 758
institutional investments (277) 277
international finance (268) 268
advisors (244) 244
hedge funds (192) 192
dividends (184) 184
exchange traded funds (178) 178
asset management (170) 170
wealth management (119) 119
investments (99) 99
earnings per share (95) 95
investment advisors (73) 73
bond issues (48) 48
financial services (45) 45
stock exchanges (43) 43
acquisitions & mergers (38) 38
corporate profiles (37) 37
equity (35) 35
short term (34) 34
emerging markets (29) 29
securities markets (28) 28
financial planners (27) 27
interest rates (27) 27
portfolio management (26) 26
copyright (25) 25
volatility (25) 25
group insurance (22) 22
financial management (20) 20
insurance agencies (20) 20
natural gas (19) 19
boards of directors (18) 18
bond markets (17) 17
crude oil (17) 17
derivatives (16) 16
leveraged etfs (16) 16
appointments & personnel changes (15) 15
defense contracts (15) 15
development banks (15) 15
health care policy (15) 15
local elections (15) 15
exchange-traded funds (13) 13
private equity (13) 13
programmable logic controllers (13) 13
small cap investments (13) 13
stockholders (13) 13
automation (12) 12
business, finance (11) 11
corporate bonds (11) 11
estimates (11) 11
mid cap investments (11) 11
tricoire, jean-pascal (11) 11
stock prices (10) 10
biotechnology (9) 9
reits (9) 9
corporate profits (8) 8
economics (8) 8
high yield investments (8) 8
mutual funds (8) 8
purchasing (8) 8
preferred stock (7) 7
analysis (6) 6
leveraged etf (6) 6
compounding effect (5) 5
energy (5) 5
financial markets (5) 5
growth funds (5) 5
growth stocks (5) 5
index funds (5) 5
leverage (5) 5
life insurance (5) 5
mathematics, interdisciplinary applications (5) 5
municipal bonds (5) 5
online securities trading (5) 5
options (5) 5
prices (5) 5
social sciences, mathematical methods (5) 5
tracking error (5) 5
treasury bonds (5) 5
banking (4) 4
business metrics (4) 4
cash flow (4) 4
clinical trials (4) 4
financial planning (4) 4
forecasts and trends (4) 4
hedging (4) 4
infrastructure (4) 4
leveraged buyouts (4) 4
options trading (4) 4
performance evaluation (4) 4
pharmaceutical industry (4) 4
profit margins (4) 4
rates of return (4) 4
research (4) 4
retirement planning (4) 4
stochastic volatility (4) 4
stocks (4) 4
treasuries (4) 4
building automation (3) 3
capital gains (3) 3
central banks (3) 3
more...
Language Language
Publication Date Publication Date
Click on a bar to filter by decade
Slide to change publication date range


International Journal of Theoretical and Applied Finance, ISSN 0219-0249, 08/2017, Volume 20, Issue 5
Journal Article
SIAM Journal on Financial Mathematics, ISSN 1945-497X, 2010, Volume 1, Issue 1, pp. 586 - 603
It is well known that leveraged exchange-traded funds (LETFs) do not reproduce the corresponding multiple of index returns over extended (quarterly or annual)... 
ETFs | Volatility | Leveraged ETFs | BUSINESS, FINANCE | SOCIAL SCIENCES, MATHEMATICAL METHODS | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | volatility | leveraged ETFs | Studies | Portfolio performance | Mathematical models | Mathematical analysis | Rates of return | Exchange traded funds
Journal Article
Atlantic review of economics, ISSN 2174-3835, 06/2011, Volume 1, Issue 3
Exchange Traded Funds (ETFs) exist for stock-, bond- and commodity markets. In most cases the underlying of an ETF is an index... 
Target-Shortfall-Probability | Insurance and Immunization of portfolios | Cross Hedge | Mean–Variance | Hedging | short leveraged Exchange Traded Funds (ETFs) | lio Optimization | Monte Carlo Simulation
Journal Article
Journal of Derivatives and Hedge Funds, ISSN 1753-9641, 2013, Volume 19, Issue 4, pp. 278 - 294
Journal Article
Journal of financial markets (Amsterdam, Netherlands), ISSN 1386-4181, 2018, Volume 41, pp. 36 - 56
The design of leveraged and inverse exchange-traded funds (ETFs) has raised concerns that they may exacerbate volatility in financial markets by mechanically rebalancing their portfolios in the same direction as contemporaneous returns... 
Leveraged ETFs | Capital flows | Late-day returns | Volatility | BUSINESS, FINANCE | IMPACT | MARKET | EXCHANGE-TRADED FUNDS | ORDER IMBALANCE | FLOWS | Federal Reserve banks | Business schools | Financial markets | Exchange-traded funds
Journal Article
Quantitative Finance, ISSN 1469-7688, 05/2017, Volume 17, Issue 5, pp. 745 - 761
...1. IntroductionA leveraged ETF is a listed security that promises to deliver -times the daily return1 (before fees and expenses) of a reference index... 
Equity return swap | Leveraged ETFs | Panel data | BUSINESS, FINANCE | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | EXCHANGE-TRADED FUNDS | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS
Journal Article
Managerial Finance, ISSN 0307-4358, 05/2016, Volume 42, Issue 5, pp. 438 - 448
Journal Article
by Ahn, A and Haugh, M and Jain, A
SIAM JOURNAL ON FINANCIAL MATHEMATICS, ISSN 1945-497X, 2015, Volume 6, Issue 1, pp. 559 - 593
We consider the problem of pricing options on a leveraged ETF (LETF) and the underlying ETF in a model-consistent manner... 
BUSINESS, FINANCE | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | MODELS | options | transforms | SOCIAL SCIENCES, MATHEMATICAL METHODS | STOCHASTIC VOLATILITY | leveraged ETF | STRATEGIES
Journal Article
Journal of Asset Management, ISSN 1470-8272, 05/2016, Volume 17, Issue 3, pp. 165 - 194
  This article focuses on the performance and volatility of leveraged Exchange Trade Funds (ETFs... 
Leveraged ETFs | Return | Volatility | Spillover effects | Emerging markets | Forecasts and trends | Financial markets | Management | Exchange-traded funds | Analysis | Externalities (Economics)
Journal Article
Finance Research Letters, ISSN 1544-6123, 2010, Volume 7, Issue 3, pp. 135 - 139
The purpose of this paper is to clarify the risks of leveraged ETFs. We do this by showing how to construct a k-times leveraged ETF as a dynamic portfolio in the ETF and a money market account... 
Dynamic portfolio construction | Leveraged ETFs | Inverse ETFs | BUSINESS, FINANCE | Leveraged ETFs Inverse ETFs Dynamic portfolio construction | Exchange-traded funds | Financial markets
Journal Article
금융공학연구, ISSN 1738-124X, 2019, Volume 18, Issue 2, pp. 85 - 117
본 연구는 한국거래소에 상장되어 있는 ETF 상품 중 투자자들로부터 가장 큰 주목을 받으며 활발히 거래되고 있는 레버리지/인버스 ETF의 재조정 거래(rebalancing trades)가 KOSPI 200 및 KOSDAQ 150 지수선물시장의 장종료 선물지수의 가격과 변동성 등에 어떤... 
KOSPI 200 Futures | 재조정 거래 | KOSPI 200 선물 | KOSDAQ 150 선물 | Market Volatility | 시장 변동성 | 레버리지/인버스 ETF | Rebalancing Trading | KOSDAQ 150 Futures | Leveraged and Inverse ETF | 경영학
Journal Article
Journal of Financial Innovation (São Paulo), ISSN 2359-1005, 05/2017, Volume 1, Issue 3
Objective. This paper focuses on UK leveraged Exchange Traded Funds (ETFs) and examines their ability to meet their daily targets, the impact of volatility on targets... 
Leveraged ETFs, daily performance, tracking error, volatility, premium
Journal Article
03/2013, ISBN 9781118347133, 7
Leveraged ETFs are designed to deliver a multiple of the return of a reference product for a particular time period... 
compounding | volatility drag | leveraged ETFs
Book Chapter
Atlantic Review of Economics: Revista Atlántica de Economía, ISSN 2174-3835, 2017, Volume 1, Issue 1
...). The analysis contains ETFs with leverage factors of -2, -1, +1 and +2. Although different ETFs are treated, the majority of the data is concerned with the... 
Maximum Likelihood estimation | muestreo | Exponential distribution | distribución geométrica | Traded Funds (ETFs) | estimación de máxima verosimilitud | Duration | Short and Leveraged Exchange | Holding periods | apalancamiento en los Exchange | distribución exponencial | Geometric Distribution | Períodos de tenencia | Sampling | duración
Journal Article
Global Finance Journal, ISSN 1044-0283, 05/2015, Volume 26, pp. 47 - 63
Exchange traded funds or ETFs are undoubtedly one of the most successful financial innovations of the past two decades... 
Dynamic rebalancing | Tracking error | Leveraged exchange traded funds | Constant leverage trap | Exchange traded funds | Exchange-traded funds | Analysis
Journal Article
Applied Economics, ISSN 0003-6846, 08/2018, Volume 50, Issue 37, pp. 4054 - 4073
This paper examines the differences between leveraged and unleveraged Exchange Traded Funds (ETFs... 
leverage | liquidity | volatility | ETFs | leveraged ETFs | Exchange traded funds | IMPACT | TRADING VOLUME | FUTURES MARKETS | PRICE VOLATILITY | ECONOMICS | Economic theory | Volatility | Liquidity | Leverage | Power | Funds
Journal Article
Quantitative finance, ISSN 1469-7696, 2016, Volume 16, Issue 9, pp. 1341 - 1355
We propose a flexible framework for hedging a contingent claim by holding static positions in vanilla European calls, puts, bonds and forwards. A model-free... 
Leveraged ETF options | Static hedging | Substitute hedging | BUSINESS, FINANCE | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | PRICES | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | STOCHASTIC VOLATILITY | OPTIONS
Journal Article
North American Journal of Economics and Finance, ISSN 1062-9408, 04/2014, Volume 28, pp. 90 - 108
•We examine how leveraged ETF trading affects the trading of their component stocks... 
Liquidity | Leveraged ETFs | Market volatility | ETFs | Exchange traded funds | G14 | BUSINESS, FINANCE | EXCHANGE-TRADED FUNDS | ECONOMICS | Exchange-traded funds | Stocks
Journal Article
No results were found for your search.

Cannot display more than 1000 results, please narrow the terms of your search.