Stanley Jian Zhang

New York University (NYU)

PhD student

Bobst Library, E-resource Acquisitions

20 Cooper Square 3rd Floor

New York, NY 10003-711

United States

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Scholarly Papers (1)

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Path-Dependence of Leveraged ETF Returns

Number of pages: 25 Posted: 17 May 2009 Last Revised: 15 Sep 2009
Marco Avellaneda and Stanley Jian Zhang
New York University (NYU) - Courant Institute of Mathematical Sciences and New York University (NYU)
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Citation 30

Abstract:

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ETFs, Leveraged ETFs, Realized variance