Article
Rebalancing Leveraged and Inverse Funds
Joanne M Hill and Solomon G Teller
ETFs and Indexing Fall 2009, 2009 (1) 67-76
Joanne M Hill
is head of investment strategy at ProShares ETFs and ProFunds in Bethesda, MD.
Solomon G Teller
is a director of investment analytics at ProShares ETFs and ProFunds at Bethesda, MD.
Explore our content to discover more relevant research
In this issue
Rebalancing Leveraged and Inverse Funds
Joanne M Hill, Solomon G Teller
ETFs and Indexing Sep 2009, 2009 (1) 67-76;
Jump to section
- Article
- Abstract
- REBALANCING INVOLVES MONITORING AND ADJUSTING THE FUND POSITION: MIND THE GAP
- HISTORICAL ANALYSIS OF REBALANCING EFFECTIVENESS: METHODOLOGY
- COMPARISON OF UN-REBALANCED AND REBALANCED S&P 500 LEVERAGED AND INVERSE INDEX RETURNS
- REBALANCING WAS EFFECTIVE ACROSS A NUMBER OF INDEXES
- A LOOK AT THE SUCCESS OF REBALANCING A -2x S&P 500 INDEX STRATEGY IN EARLY 2009
- REBALANCING HELPS NARROW THE GAP
- ENDNOTES
- REFERENCES
- Info & Metrics
- PDF (Subscribers Only)
- PDF (Subscribers Only)
Similar Articles
Cited By...
- No citing articles found.