Portfolio performance with inverse and leveraged ETFs
JA DiLellio, R Hesse… - Financial Services …, 2014 - openjournals.libs.uga.edu
Turbulent economic and financial times require investors and financial planners to
investigate new ways to handle the goal of wealth maximization. This article investigates …
investigate new ways to handle the goal of wealth maximization. This article investigates …
Return and volatility of emerging markets leveraged ETFs
G Rompotis - Journal of Asset Management, 2016 - Springer
This article focuses on the performance and volatility of leveraged Exchange Trade Funds
(ETFs) investing in stock indices from emerging markets. A sample of 12 leveraged and 11 …
(ETFs) investing in stock indices from emerging markets. A sample of 12 leveraged and 11 …
[PDF][PDF] Empirical insights on the trading behavior of the UK leveraged ETFs
GG Rompotis - Journal of Financial Innovation, 2017 - academia.edu
Objective. This paper focuses on UK leveraged Exchange Traded Funds (ETFs) and
examines their ability to meet their daily targets, the impact of volatility on targets' …
examines their ability to meet their daily targets, the impact of volatility on targets' …
A revised survey on leveraged and inverse leveraged ETFs
GG Rompotis - The Journal of Index Investing, 2013 - pm-research.com
In an article published in the Spring 2012 issue, the author drew the conclusion that the
short and ultra ProShares exchange-traded funds (ETFs) fail to meet their daily performance …
short and ultra ProShares exchange-traded funds (ETFs) fail to meet their daily performance …
Portfolio optimisation models
C Arbex Valle - 2013 - bura.brunel.ac.uk
In this thesis we consider three different problems in the domain of portfolio optimisation.
The first problem we consider is that of selecting an Absolute Return Portfolio (ARP). ARPs …
The first problem we consider is that of selecting an Absolute Return Portfolio (ARP). ARPs …
Fondos cotizados apalancados e inversos apalancados
GG Rompotis - Aestimatio: The IEB International Journal of Finance, 2014 - agora.edu.es
The leveraged and inverse ETFs are the subject of the current paper. At first, a
comprehensive review of the literature on leveraged ETFs is provided. Then, the features …
comprehensive review of the literature on leveraged ETFs is provided. Then, the features …
The Trading Behavior of iShares Listed on the Honk Kong Stock Exchange
GG Rompotis - Handbook of Asian Finance: REITs, Trading, and …, 2014 - books.google.com
Over the last two decades the Exchange Traded Funds (hereafter ETFs) have experienced a
tremendous growth in terms of assets under management, number, and variety of products …
tremendous growth in terms of assets under management, number, and variety of products …