“Mispricing and Trading Profits in ETN’S”

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  • on September 26th, 2012

ETN’S are for the most part long term destructive financial instruments due to various factors as decay, underlying instrument rollover etc…Social Science Research Network did a study in regards to tracking error and mispricing of these ETN’S.

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2146748


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