An Investigation of Tracking errors and arbitrage of Leveraged and Inverse ETFs
碩士 === 中原大學 === 財務金融研究所 === 105 === Abstract This paper investigates the tracking error and arbitrage of leveraged and inverse ETFs. We test one-day tracking performances of Taiwan 50 Bull 2X ETF and Taiwan 50 Bear -1X ETF and investigate whether the tracking performances produce a structural ch...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/49129770362222300546 |