[PDF][PDF] Do leveraged ETFs increase volatility

WJ Trainor Jr - Technology and Investment, 2010 - pdfs.semanticscholar.org
The 2008 financial crisis has produced volatility levels not seen since the 1987 stock market
crash more than 20 years ago. During that time, the culprit was thought to be index futures …

Uncertainty and risk evaluation during the exploration stage of geothermal development: A review

JB Witter, WJ Trainor-Guitton, DL Siler - Geothermics, 2019 - Elsevier
Quantifying and representing uncertainty for geothermal systems is often ignored, in practice,
during the exploration phase of a geothermal development project. We propose that this …

Leveraged ETFs: A Risky Double That Doesn't Multiply by Two.

WJ Trainor Jr, EA Baryla Jr - Journal of Financial Planning, 2008 - search.ebscohost.com
This study investigates the long-run return properties of leveraged ultra-bullish" exchange
traded funds (ETFs), which seek to multiply the daily performance of market indexes both on …

[PDF][PDF] Within-horizon exposure to loss for dollar cost averaging and lump sum investing

WJ Trainor - FINANCIAL SERVICES REVIEW-GREENWICH-, 2005 - Citeseer
Based on a statistic known as “first-passage time probability” that accounts for exposure to
loss during the entire investment horizon, it is shown that dollar cost averaging relative to …

Performance measurement of high yield bond mutual funds

WJ Trainor - Management Research Review, 2010 - emerald.com
Purpose – The high yield debt market has evolved into a $1 trillion market over the last 25
years. The purpose of this paper is to analyze the risk‐adjusted performance of individual …

The value of information from horizontal distributed acoustic sensing compared to multicomponent geophones via machine learning

SF Jreij, WJ Trainor-Guitton… - Journal of …, 2021 - asmedigitalcollection.asme.org
A review of conventional, unconventional, and advanced geothermal technologies highlights
just how diverse and multi-faceted the geothermal industry has become, harnessing …

Solving the leveraged ETF compounding problem

WJ Trainor Jr - The Journal of Index Investing, 2011 - pm-research.com
It is well established that holding leveraged exchange-traded funds (ETFs) over an extended
period of time generally results in returns substantially less than the daily multiple might …

The value of spatial information for determining well placement: A geothermal example

WJ Trainor-Guitton, GM Hoversten, A Ramirez… - Geophysics, 2014 - library.seg.org
We have developed a spatial, value of information (VOI) methodology that is designed
specifically to include the inaccuracies of multidimensional geophysical inversions. VOI assesses …

Global versus local simulation of geotechnical parameters for tunneling projects

…, MA Mooney, WJ Trainor-Guitton… - … of Geotechnical and …, 2020 - ascelibrary.org
Urban soft-ground tunneling projects involve significant risks related to the spatial variability
and uncertainty in geotechnical parameters. However, standard practice typically does not …

Global sampling for integrating physics-specific subsystems and quantifying uncertainties of CO2 geological sequestration

Y Sun, C Tong, WJ Trainor-Guitton, C Lu… - International Journal of …, 2013 - Elsevier
The risk of CO 2 leakage from a deep storage reservoir into a shallow aquifer through a fault
is assessed and studied using physics-specific computer models. The hypothetical CO 2 …