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
Skip to main content Not Available for Download Add Paper to My Library Share: Permalink …
Skip to main content Not Available for Download Add Paper to My Library Share: Permalink …
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 …
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 …
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 …
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
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" …
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 …
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 …
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 …
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 …
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 …
Leveraged/Inverse EFTs and Synthetic ETFs/Funds which often have tracking errors and …