Measuring the Performance of Leveraged and Non‑Leveraged ETF’s

Measuring the Performance of Leveraged and Non‑Leveraged ETF’s

This paper deals with exchange traded funds (ETFs) and valuation it’s performance according to selected indicators. For empirical analysis 10 leveraged and non‑leveraged ETFs listed on US market is chosen according to selected criterias (adequate history at least 7 years, daily presented NAV, access...

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Bibliographic Details
Main Authors: Martin Širůček, Václav Ruml, Petr Strejček
Format: Article
Language:English
Published: Mendel University Press 2018-01-01
Series:Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
Subjects:
ETF
systematic risk
tracking error
standard deviation
specific risk
Online Access:https://acta.mendelu.cz/66/5/1357/

Internet

https://acta.mendelu.cz/66/5/1357/

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