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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
Quantitative finance, ISSN 1469-7696, 2016, Volume 16, Issue 9, pp. 1341 - 1355
...1. IntroductionHedging derivatives using a static portfolio of standard financial instruments is a well-known alternative to dynamically hedging... 
Leveraged ETF options | Static hedging | Substitute hedging | BUSINESS, FINANCE | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | PRICES | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | STOCHASTIC VOLATILITY | OPTIONS
Journal Article
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