一只追踪MicroStrategy的2倍杠杆ETF在过去12个月暴跌65%,而同期该公司股价却上涨28%,这一巨大反差将"波动率衰减"问题推至台前。 对于渴望在创纪录的牛市中博取更高收益的投资者而言,杠杆ETF一度被视为一条捷径。截至10月中旬,杠杆型单股ETF的资产规模已增至约400亿美元。 但这类产品的快速扩张正让更多投资者遭遇意外损失,尤其是那些误解了杠杆基金运作机制的投资者。据...
Source Link一只追踪MicroStrategy的2倍杠杆ETF在过去12个月暴跌65%,而同期该公司股价却上涨28%,这一巨大反差将"波动率衰减"问题推至台前。 对于渴望在创纪录的牛市中博取更高收益的投资者而言,杠杆ETF一度被视为一条捷径。截至10月中旬,杠杆型单股ETF的资产规模已增至约400亿美元。 但这类产品的快速扩张正让更多投资者遭遇意外损失,尤其是那些误解了杠杆基金运作机制的投资者。据...
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