Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies.

Journal Articles Finance Year : 2013

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Philippe Bertrand

Jean-Luc Prigent

Quantitative Finance [q-fin] General Finance [q-fin.GN]

https://hal-amu.archives-ouvertes.fr/hal-01833059

Submitted on : Monday, July 9, 2018-12:29:08 PM

Last modification on : Thursday, July 14, 2022-4:07:58 AM

hal-01833059 , version 1 (09-07-2018)

Philippe Bertrand, Jean-Luc Prigent. Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies.. Finance, 2013. ⟨hal-01833059⟩