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Defined-Outcome ETFs with a Convex Payoff Profile, Part I: Motivation, Construction, Historical Simulation

Year: 2026

Type: article

Source: The Journal of Beta Investment Strategies

DOI: 10.3905/jbis.2026.002

Author: Ding Liu

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7154132343

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