On leveraged and inverse leveraged exchange traded funds

Rompotis Gerasimos G.

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On leveraged and inverse leveraged exchange traded funds

机译：杠杆及反向杠杆交易所买卖基金

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The leveraged and inverse ETFs are the subject of the current paper. At first, a comprehensive review of the literature on leveraged ETFs is provided. Then, the features, trading mechanism, and the advantages and disadvantages of leveraged ETFs are analyzed along with the similarities to and differences from the classic ETFs while tax considerations surrounding leveraged ETFs are highlighted too. Finally, the role of market volatility and its impact on the return of leveraged ETFs is accentuated.

机译：杠杆ETF和反向ETF是本文的主题。首先，提供了有关杠杆ETF文献的全面综述。然后，分析了杠杆ETF的特征，交易机制以及优缺点，以及与经典ETF的异同，同时重点介绍了围绕ETF的税收考虑。最后，市场波动的作用及其对杠杆ETF回报的影响也得到了强调。

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《AESTIMATIO: the IEB International Journal of Finance》 |2014年第9期|共32页
作者
Rompotis Gerasimos G.;
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中图分类世界金融、银行;
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On leveraged and inverse leveraged exchange traded funds

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