A Study on the Tracking Errors of Leveraged and Inverse Leveraged Exchange Traded Funds (ETFs): Evidence from Taiwan Market
碩士 === 國立臺北商業大學 === 財務金融研究所 === 104 === The paper examines the short-term performance and the determinants of tracking errors of the Leveraged Exchange Traded Fund (LETF) and Inverse Leveraged Exchange Traded Fund (ILETF) listed on the Taiwan Futures Exchange (TAIFEX). The two ETFs, the Yuanta Daily...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/69847k |