Journal of Mathematical Finance

Vol.7 No.4(2017), Paper ID 80714, 15 pages

DOI:10.4236/jmf.2017.74054

 

Physical versus Synthetic Exchange Traded Funds. Which One Replicates Better?

 

Cesario Mateus, Yana Rahmani

 

Centre for Governance, Risk and Accountability, University of Greenwich, London, United Kingdom
Department of Accounting and Finance, University of Greenwich, London, United Kingdom

 

Copyright © 2017 Cesario Mateus, Yana Rahmani et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Mateus, C. and Rahmani, Y. (2017) Physical versus Synthetic Exchange Traded Funds. Which One Replicates Better?. Journal of Mathematical Finance, 7, 975-989. doi: 10.4236/jmf.2017.74054.

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