Blar i Brage NMBU på forfatter "Ådne, Jacobsen"
-
Securitized commodities for the retail invesor : A discussion of exchange-traded funds and notes with quantitative analyses of commodity ETNs/ETFs on NYSE Arca.
Ådne, Jacobsen (Master thesis, 2011-11-14)A discussion of exchange-traded funds and notes with quantitative analyses of commodity ETNs/ETFs on NYSE Arca. The unleveraged, non-inverse commodity ETP trackers analyzed in the thesis generally have low tracking errors. ...