Leveraged and Inverse ETF in Taiwan, Japan and Korea and the Source of Tracking Error

碩士 === 國立臺灣大學 === 財務金融學研究所 === 104 === The trading volume of leveraged and inverse ETFs became larger but they were still new financial products to the Asian. They grew fast in AUM and the weight in ETF kept rising. Accordingly, this paper tries to examine the tracking performance of the leveraged a...

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Bibliographic Details
Main Authors: Cheng-Ching Lin, 林澄謦
Other Authors: 李存修
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/50871960975268827115