IDEAS home Printed from https://ideas.repec.org/a/pal/assmgt/v11y2010i4d10.1057_jam.2010.16.html
   My bibliography  Save this article

On the risk-return profile of leveraged and inverse ETFs

Author

Listed:
  • Guido Giese

    (Research & Development, STOXX Ltd.)

Abstract

No abstract is available for this item.

Suggested Citation

  • Guido Giese, 2010. "On the risk-return profile of leveraged and inverse ETFs," Journal of Asset Management, Palgrave Macmillan, vol. 11(4), pages 219-228, October.
    • Handle: RePEc:pal:assmgt:v:11:y:2010:i:4:d:10.1057_jam.2010.16
    DOI: 10.1057/jam.2010.16
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1057/jam.2010.16
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1057/jam.2010.16?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Chui-Chun Tsai & Tsun-Siou Lee, 2017. "Liquidity-Adjusted Value-at-Risk for TWSE Leverage/ Inverse ETFs: A Hellinger Distance Measure Research," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 13(1), pages 53-81, February.
    2. Collin Gilstrap & Alex Petkevich & Pavel Teterin & Kainan Wang, 2024. "Lever up! An analysis of options trading in leveraged ETFs," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(6), pages 986-1002, June.
    3. Bansal, Vipul K. & Marshall, John F., 2015. "A tracking error approach to leveraged ETFs: Are they really that bad?," Global Finance Journal, Elsevier, vol. 26(C), pages 47-63.
    4. Narat Charupat & Peter Miu, 2013. "The Pricing Efficiency Of Leveraged Exchange-Traded Funds: Evidence From The U.S. Markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 36(2), pages 253-278, June.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pal:assmgt:v:11:y:2010:i:4:d:10.1057_jam.2010.16. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.palgrave-journals.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.