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
收藏
页码：1503 / 1511
页数：9
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