Abstract
In this chapter, we investigate the impact of leverage ratio on the risk associated with an LETF.
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Leung, T., Santoli, M. (2016). Risk Analysis of Leveraged ETFs. In: Leveraged Exchange-Traded Funds. SpringerBriefs in Quantitative Finance. Springer, Cham. https://doi.org/10.1007/978-3-319-29094-2_3
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DOI: https://doi.org/10.1007/978-3-319-29094-2_3
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-29092-8
Online ISBN: 978-3-319-29094-2
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