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q-fin.PM2023
Withdrawal Success Optimization
Hayden Brown
For assets and discrete-time rebalancing, the probability to complete a given schedule of investments and withdrawals is maximized over progressively measurable portfolio weigh…
q-fin.MF2023★ 1 cited
Long-Term Returns Estimation of Leveraged Indexes and ETFs
Hayden Brown
Daily leveraged exchange traded funds amplify gains and losses of their underlying benchmark indexes on a daily basis. The result of going long in a daily leveraged ETF for more th…