Indexing with Synthetics and Futures

This chapter constructs a relatively low‐risk leveraged portfolio using both synthetic positions and futures contracts. The portfolio has average long‐term returns exceeding 15.6 percent before transaction costs and is only a little more risky than an average index fund. It is necessary to make cert...

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Bibliographische Detailangaben

Format:	Buchkapitel
Sprache:	eng
Schlagworte:	equity Leveraged portfolio standard deviation volatility
Online-Zugang:	Volltext
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