Abstract
The market of exchange-traded funds (ETFs) has grown substantially in recent years.
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Notes
- 1.
See “Should You Fear the ETF?” Wall Street Journal, December 6, 2015. Available at http://www.wsj.com/articles/should-you-fear-the-etf-1449457201.
- 2.
“Short & Leveraged ETFs/ETPs Global Flows Report,” Boost ETP, a WisdomTree Company.
- 3.
See the SEC alert on http://www.sec.gov/investor/pubs/leveragedetfs-alert.htm.
- 4.
See “SEC Looks Into Effect of ETFs on Market,” Wall Street Journal, September 7, 2011.
References
Avellaneda M, Zhang S (2010) Path-dependence of leveraged ETF returns. SIAM J Financ Math 1:586–603
Cheng M, Madhavan A (2009) The dynamics of leveraged and inverse exchange-traded funds. J Invest Manag 7:43–62
Leung T, Santoli M (2012) Leveraged exchange-traded funds: admissible leverage and risk horizon. J Invest Strateg 2(1):39–61
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Leung, T., Santoli, M. (2016). Introduction. In: Leveraged Exchange-Traded Funds. SpringerBriefs in Quantitative Finance. Springer, Cham. https://doi.org/10.1007/978-3-319-29094-2_1
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