Beta estimates for leveraged ETF
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References listed on IDEAS
- Jarrow, Robert A., 2010. "Understanding the risk of leveraged ETFs," Finance Research Letters, Elsevier, vol. 7(3), pages 135-139, September.
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KeywordsLeverage ETF; CAPM; Linear Dependence;
- G0 - Financial Economics - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-12-04 (All new papers)
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