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Rational pricing of leveraged ETF expense ratios |
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| Authors: | Garivaltis Alex |
| Affiliation: | 1.Department of Economics, School of Public and Global Affairs, College of Liberal Arts and Sciences, Northern Illinois University, 514 Zulauf Hall, DeKalb, IL, 60115, USA ; |
| Abstract: | Annals of Finance - This paper studies the general relationship between the gearing ratio of a Leveraged ETF and its corresponding expense ratio, viz., the investment management fees that are... |
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