Matches in SemOpenAlex for { <https://semopenalex.org/work/W3122484920> ?p ?o ?g. }
Showing items 1 to 65 of
65
with 100 items per page.
- W3122484920 abstract "We review the dynamics of the returns of Leveraged Exchange Traded Funds (LETFs) and propose a new measure of realized volatility: Shortfall from Maximum Convexity. We show that SMC has a more intuitive interpretation and provides more statistical information compared to the traditionally used sample standard deviation when applied to LETF returns, a dataset where normality and independence do not hold." @default.
- W3122484920 created "2021-02-01" @default.
- W3122484920 creator A5079309968 @default.
- W3122484920 date "2015-10-01" @default.
- W3122484920 modified "2023-09-27" @default.
- W3122484920 title "Shortfall from Maximum Convexity" @default.
- W3122484920 hasPublicationYear "2015" @default.
- W3122484920 type Work @default.
- W3122484920 sameAs 3122484920 @default.
- W3122484920 citedByCount "0" @default.
- W3122484920 crossrefType "posted-content" @default.
- W3122484920 hasAuthorship W3122484920A5079309968 @default.
- W3122484920 hasConcept C105795698 @default.
- W3122484920 hasConcept C106159729 @default.
- W3122484920 hasConcept C149782125 @default.
- W3122484920 hasConcept C162324750 @default.
- W3122484920 hasConcept C185592680 @default.
- W3122484920 hasConcept C198531522 @default.
- W3122484920 hasConcept C22679943 @default.
- W3122484920 hasConcept C2776157432 @default.
- W3122484920 hasConcept C33923547 @default.
- W3122484920 hasConcept C35651441 @default.
- W3122484920 hasConcept C43617362 @default.
- W3122484920 hasConcept C72134830 @default.
- W3122484920 hasConcept C91602232 @default.
- W3122484920 hasConceptScore W3122484920C105795698 @default.
- W3122484920 hasConceptScore W3122484920C106159729 @default.
- W3122484920 hasConceptScore W3122484920C149782125 @default.
- W3122484920 hasConceptScore W3122484920C162324750 @default.
- W3122484920 hasConceptScore W3122484920C185592680 @default.
- W3122484920 hasConceptScore W3122484920C198531522 @default.
- W3122484920 hasConceptScore W3122484920C22679943 @default.
- W3122484920 hasConceptScore W3122484920C2776157432 @default.
- W3122484920 hasConceptScore W3122484920C33923547 @default.
- W3122484920 hasConceptScore W3122484920C35651441 @default.
- W3122484920 hasConceptScore W3122484920C43617362 @default.
- W3122484920 hasConceptScore W3122484920C72134830 @default.
- W3122484920 hasConceptScore W3122484920C91602232 @default.
- W3122484920 hasLocation W31224849201 @default.
- W3122484920 hasOpenAccess W3122484920 @default.
- W3122484920 hasPrimaryLocation W31224849201 @default.
- W3122484920 hasRelatedWork W1547084877 @default.
- W3122484920 hasRelatedWork W1555189323 @default.
- W3122484920 hasRelatedWork W175961639 @default.
- W3122484920 hasRelatedWork W2002628322 @default.
- W3122484920 hasRelatedWork W2033188832 @default.
- W3122484920 hasRelatedWork W2045005934 @default.
- W3122484920 hasRelatedWork W2077171408 @default.
- W3122484920 hasRelatedWork W2092677554 @default.
- W3122484920 hasRelatedWork W2107914998 @default.
- W3122484920 hasRelatedWork W2122126300 @default.
- W3122484920 hasRelatedWork W2508459628 @default.
- W3122484920 hasRelatedWork W2523700995 @default.
- W3122484920 hasRelatedWork W2951886457 @default.
- W3122484920 hasRelatedWork W2955987922 @default.
- W3122484920 hasRelatedWork W3018760173 @default.
- W3122484920 hasRelatedWork W3121777846 @default.
- W3122484920 hasRelatedWork W3124083631 @default.
- W3122484920 hasRelatedWork W3205047990 @default.
- W3122484920 hasRelatedWork W86696782 @default.
- W3122484920 hasRelatedWork W1938046450 @default.
- W3122484920 isParatext "false" @default.
- W3122484920 isRetracted "false" @default.
- W3122484920 magId "3122484920" @default.
- W3122484920 workType "article" @default.