Minder Cheng and Ananth Madhavan, THE DYNAMICS OF LEVERAGED AND INVERSE EXCHANGE-TRADED FUNDS
Formula(27)has leverage \(x\) (could be negative for inverse), volatility \(\sigma\) and time \(t_N\) 。坛子里有金融教授出来解释一下吧。
Minder Cheng and Ananth Madhavan, THE DYNAMICS OF LEVERAGED AND INVERSE EXCHANGE-TRADED FUNDS
Formula(27)has leverage \(x\) (could be negative for inverse), volatility \(\sigma\) and time \(t_N\) 。坛子里有金融教授出来解释一下吧。
• 这个式子好像说,牛市,σ~0,回报是指数,TQQQ=QQQ^3 -mobius- ♂ (0 bytes) () 01/27/2024 postreply 18:13:24
• 据我观察 njrookie 是大教授,听听他怎么说 -slow_quick- ♂ (0 bytes) () 01/27/2024 postreply 18:23:06