Linda Zhang of Purview Investments presented her research publication on potentially unexpected volatility jumps in certain leveraged ETFs listed in the US, Japan and Taiwan, the leading markets for leveraged ETFs. Full presentation slides are included.
Purview's Linda Zhang published a research paper on Journal of Index Investing. She conducted a comprehensive empirical study on the short-term risk behavior of leveraged ETF products. She extended her research beyond the U.S. markets to countries where leveraged ETFs are listed.