Smart leverage? Rethinking the role of Leveraged Exchange Traded Funds in constructing portfolios to beat a benchmark

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Bibliographic Details
Main Authors:	van Staden, Pieter, Forsyth, Peter, Li, Yuying
Format:	Preprint
Published:	2024
Subjects:	Computational Finance Portfolio Management 93E20, 91G, 68T07, 65N06, 35Q93
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2412.05431