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Beyond Volatility Decay: Correcting Relative Expected Return Estimates for Leveraged Exchange Traded Funds

Research output: Contribution to journal › Article › peer-review

Original languageEnglish
Article number20
JournalJournal of Risk and Financial Management
Volume19
Issue number1
DOIs
StatePublished - Jan 2026

ASJC Scopus Subject Areas

  • Accounting
  • Business, Management and Accounting (miscellaneous)
  • Finance
  • Economics and Econometrics

Keywords

  • leveraged exchange traded funds
  • long-run performance
  • projecting LETF returns
  • volatility correction

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