"Path-Dependence of Leveraged ETF Returns."

Marco Avellaneda, Stanley Zhang (2010)

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DOI: 10.1137/090760805

access: closed

type: Journal Article

metadata version: 2017-05-17

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Marco Avellaneda, Stanley Zhang:
Path-Dependence of Leveraged ETF Returns. SIAM J. Financial Math. 1(1): 586-603 (2010)

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