An Investigation of Short- and Long-term Tracking Performance and Portfolio Simulation of Leveraged and Inverse ETFs
碩士 === 國立臺灣大學 === 財務金融學研究所 === 105 === This paper is composed of four parts. The first part of the paper examines long-term and short-term tracking performances whether compound effects included or not of two leveraged and inverse ETFs listed on the stock exchange in Taiwan. At 1% level of significa...
| 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/mcc6kz |