2018
DOI: 10.2139/ssrn.3272486
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A Portfolio of Leveraged Exchange Traded Funds

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“…They show that reverse splits consolidate trading of securities, using securities with identical underlying fundamentals that do not reverse split as the control group. Trainor et al (2018) examine a portfolio that mimics the returns of a 100% investment using only a fraction of the investor's wealth. Results suggest that a portfolio created with Leveraged ETFs outperforms a portfolio using traditional ETFs by approximately 0.6% to 1.4% annually by investing the excess wealth in a diversified or short to mid-duration bond portfolio.…”
Section: Other Studiesmentioning
confidence: 99%
“…They show that reverse splits consolidate trading of securities, using securities with identical underlying fundamentals that do not reverse split as the control group. Trainor et al (2018) examine a portfolio that mimics the returns of a 100% investment using only a fraction of the investor's wealth. Results suggest that a portfolio created with Leveraged ETFs outperforms a portfolio using traditional ETFs by approximately 0.6% to 1.4% annually by investing the excess wealth in a diversified or short to mid-duration bond portfolio.…”
Section: Other Studiesmentioning
confidence: 99%