Three essays on exchange traded funds
This thesis studies different aspects of the Exchange Traded Funds' tracking performance. Chapter 1 introduces the topic and provides the motivation for each chapter. Chapter 2 relates the tracking ability of an Exchange Traded Fund to the optimal hedge ratio for a portfolio that is long one un...
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University of Liverpool
2018
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.755681 |