Leveraged Exchange-Traded Funds with Market Closure and Frictions
- Min Dai ,
Min Dai
[email protected]https://orcid.org/0000-0002-8270-9413
Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong;
- Steven Kou ,
Corresponding Author
Steven Kou
[email protected]https://orcid.org/0000-0003-4457-8384
Questrom School of Business, Boston University, Boston, Massachusetts 02215;
- H. Mete Soner ,
H. Mete Soner
[email protected]https://orcid.org/0000-0002-0824-1808
Department of Operations Research and Financial Engineering, Princeton University, Princeton, New Jersey 08540;
- Chen Yang
Chen Yang
[email protected]https://orcid.org/0000-0001-7463-2746
Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong
Min Dai
[email protected]https://orcid.org/0000-0002-8270-9413
Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong;
Corresponding Author
Steven Kou
[email protected]https://orcid.org/0000-0003-4457-8384
Questrom School of Business, Boston University, Boston, Massachusetts 02215;
H. Mete Soner
[email protected]https://orcid.org/0000-0002-0824-1808
Department of Operations Research and Financial Engineering, Princeton University, Princeton, New Jersey 08540;
Chen Yang
[email protected]https://orcid.org/0000-0001-7463-2746
Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong
Supplemental Material
The replication files for this article are available HERE.
