Leveraged Exchange-Traded Funds with Market Closure and Frictions

Min Dai, Steven Kou, Mete Soner, Chen Yang

Research output: Journal article publication › Journal article › Academic research › peer-review

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@article{e92045c61ecc48ea84331f0e67b7e440,

title = "Leveraged Exchange-Traded Funds with Market Closure and Frictions",

author = "Min Dai and Steven Kou and Mete Soner and Chen Yang",

year = "2022",

month = apr,

day = "18",

doi = "https://doi.org/10.1287/mnsc.2022.4407",

language = "English",

pages = "1--19",

journal = "Management Science",

issn = "0025-1909",

publisher = "INFORMS Institute for Operations Research and the Management Sciences",

}