Can I read Leveraged ETF Investing on EtoBox?

Leveraged ETF Investing by Miller, Tal is a scholarly article available to read on EtoBox.

What is Leveraged ETF Investing about?

It is common knowledge that leverage can increase the potential returns of an investment, at the expense of increased risk. For a passive investor in the stock market, leverage can be achieved using margin debt or leveraged-ETFs. We perform bootstrapped Monte-Carlo simulations of leveraged (and unleveraged) mixed portfolios of stocks and bonds, based on past stock market data, and show that leverage can amplify the potential returns, without significantly increasing the risk for long-term investors.

Author

Miller, Tal

Published

2021

Language

EN