return-ratios

Here is 1 public repository matching this topic...

riCatwik / leveraged-etf-identification

Beyond Return Ratios: identification, partial identification, timing effects, mechanism evidence, simulations, and reproducibility for leveraged ETFs (LETFs) in quantitative finance.

python reproducible-research monte-carlo econometrics identification quantitative-finance etf asset-pricing market-microstructure leverage financial-economics tracking-error partial-identification leveraged-etf return-ratios

Updated Aug 13, 2026
Python

Improve this page

Add a description, image, and links to the return-ratios topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the return-ratios topic, visit your repo's landing page and select "manage topics."

Learn more