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Stephen W. Bianchi

1 paper hereh-index 5169 citations19 works total

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  • q-fin.PM1

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1 paper

q-fin.PM2026

A Levered ETF Anomaly Explained

Stephen W. Bianchi, Lisa R. Goldberg

Counterintuitively, the S&P 500 Index rose between January 1, 2022, and December 29, 2023, while exchange-traded funds (ETFs) seeking to deliver 2x and 3x daily returns of the inde…

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