Leveraged ETFs: how to exploit a complex and dangerous tool on the long run
Bertazzoni, Andrea (A.A. 2019/2020) Leveraged ETFs: how to exploit a complex and dangerous tool on the long run. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 60. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Introduction on leveraged ETFs. Leveraged ETFs decomposition. Daily rebalance. Specific risks related to LEFTs. Fees and expenses. ETFs selection. Data and summary statistics. Seeking ETFs’ alphas. Estimating and forecasting ETFs’ volatility. Portfolio construction. Concluding remarks.
References
Bibliografia: pp. 57-60.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Reichlin, Pietro |
| Academic Year: | 2019/2020 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 07 Jul 2021 08:39 |
| Last Modified: | 07 Jul 2021 08:39 |
| URI: | https://tesi.luiss.it/id/eprint/29999 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
