Are VIX futures ETPs effective hedges?

G Deng, CJ McCann, O Wang - The Journal of Index Investing, 2012 - papers.ssrn.com
Are VIX Futures ETPs Effective Hedges? by Geng Deng, Craig J. McCann, Olivia Wang :: SSRN
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Securitization of senior life settlements: managing extension risk

CA Stone, A Zissu - Journal of Derivatives, 2006 - search.proquest.com
In the early 1990s people with terminal diseases and a life expectancy of no more than 2-3
years could sell their life insurance policies at a discount from face value to different …

Portfolio insurance using leveraged ETFs

J George, W Trainor - Available at SSRN 3055199, 2017 - papers.ssrn.com
This study examines the use of leveraged exchange traded funds (LETFs) within a constant
proportional portfolio insurance (CPPI) strategy. The advantage of using LETFs in such a …

[PDF][PDF] Forecasting holding periods for leveraged ETFs using decay thresholds: theory and applications

WJ Trainor Jr, MG Carroll - Journal of Financial Studies & …, 2013 - researchgate.net
Due to the interplay between daily rebalancing and volatility, Leveraged Exchange Traded
Funds (ETFs) may experience a cumulative return different from the product of their daily …

Improving the Outlook for a Successful Retirement: A Case for Using Downside Hedging

WV Harlow, KC Brown - The Journal of Retirement, 2016 - search.proquest.com
One of the biggest risks to a successful retirement is the exposure of savings to poor
investment returns in the early stages of the retirement. Mitigating this" sequence-of-returns" …

A portfolio of leveraged exchange traded funds

W Trainor, I Chhachhi, C Brown - Available at SSRN 3272486, 2018 - papers.ssrn.com
Leveraged exchange traded funds (LETFs) are marketed as short-term trading vehicles that
magnify the daily returns of an underlying index. With the proliferation of LETFs over the last …

Exchange traded funds in Europe and the US: performance and tracking errors

G Tsalikis - 2020 - dspace.lib.uom.gr
Exchange Traded Funds (ETFs) are one of the most successful and innovative financial
products of the last two decades. They have become extremely popular both by retail and …

Leveraged Exchange-Traded Funds Versus Investing on Margin

ZL Liu, J Wang - The Journal of Investing, 2022 - joi.pm-research.com
Motivated by the SEC's recent discussion on leveraged exchange-traded funds (LETFs) and
LETFs' rapid growth, this study provides an analytical and empirical comparison of the …

Leveraged ETF Option Barbells.

WJ Trainor, EB Wampler - Journal of Beta Investment …, 2022 - search.ebscohost.com
This article compares how Standard & Poor's (S& P) 500 and Nasdaq-100 barbell
strategies invested primarily in fixed income assets and in-the-money call options on the …

[BOOK][B] Anomalies in Taylor Series, and Tracking Errors and Homomorphisms in the Returns of Leveraged/Inverse ETFs and Synthetic ETFs/Funds

MIC Nwogugu, MIC Nwogugu - 2018 - Springer
This chapter illustrates and explains the biases, anomalies and problems inherent in
Leveraged/Inverse EFTs and Synthetic ETFs/Funds which often have tracking errors and …