Divergent Influence of Beta Slippage on Leveraged ETPs: A Simulation Approach
Salimian, Fatollah, Winder, Robert, Manakyan, Herman, Khazeh, KashiVolume:
10
Journal:
The Journal of Index Investing
DOI:
10.3905/jii.2019.10.1.051
Date:
May, 2019
File:
PDF, 677 KB
2019