Implicit leverage: Can accrued fees cause levered ETN returns?
A John, L DeVault - Finance Research Letters, 2023 - Elsevier
Abstract Exchange Traded Notes (ETNs) are unsecured debt obligations backed by the
credit quality of the issuing bank. These investments are designed to provide the return of an …
credit quality of the issuing bank. These investments are designed to provide the return of an …
A Review on Exchange Traded Products: Taxonomy, Risk and Mitigations
G Orlando - Risk and Mitigations (April 6, 2024), 2024 - papers.ssrn.com
This work provides a comprehensive overview of Exchange-Traded Products (ETPs),
focusing on their emergence as a preferred investment option for investors prioritizing asset …
focusing on their emergence as a preferred investment option for investors prioritizing asset …
[PDF][PDF] VIX-Premium Volatility Trading Through Exchange Traded Products
NMN S141717 - 2023 - research.cbs.dk
The popularity and interest of VIX-related ETPs have increased steadily since the first
products launched in late November 2010. Products containing short positions in VIX futures …
products launched in late November 2010. Products containing short positions in VIX futures …