Modelling the rebalancing slippage of leveraged exchange-traded funds

被引：5

作者：

Wagalath, Lakshithe ^{[1
]}

机构：

[1] CNRS, IESEG Sch Management LEM, Dept Finance Audit & Control, F-92044 Paris, France

来源：

QUANTITATIVE FINANCE | 2014年 / 14卷 / 09期

关键词：

D O I：

10.1080/14697688.2014.916817

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：1503 / 1511

页数：9

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