Doris Dobi

Courant Institute of Mathematical Sciences

PhD Student

New York University

New York, NY 10012

United States

http://cims.nyu.edu/~dobi/

New York University (NYU)

Ph D Candidate

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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Structural Slippage of Leveraged ETFs

Number of pages: 17 Posted: 10 Aug 2012 Last Revised: 18 Sep 2012
Marco Avellaneda and Doris Dobi
New York University (NYU) - Courant Institute of Mathematical Sciences and Courant Institute of Mathematical Sciences
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Citation 6

Abstract:

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Leveraged ETFs, slippage, short-selling costs