Statistical Properties

Purview's Linda Zhang presented her journal publication on short-term volatility jumps of leveraged ETFs at QWAFAFEW NYC, October 29, 2018

Purview's Linda Zhang presented her journal publication on short-term volatility jumps of leveraged ETFs at QWAFAFEW NYC, October 29, 2018

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 Publication: "Leveraged ETFs: Are You Prepared for the Volatility Jumps? Global Perspectives on the Short-Term versus Longer-Term Risk Profiles", Journal of Index Investing, Summer 2018

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.