John David Levin
Personal Details
First Name: | John |
Middle Name: | David |
Last Name: | Levin |
Suffix: | |
RePEc Short-ID: | ple1248 |
[This author has chosen not to make the email address public] | |
Affiliation
Federal Reserve Bank of Boston
Boston, Massachusetts (United States)http://www.bos.frb.org/
RePEc:edi:frbbous (more details at EDIRC)
Research output
Jump to: ArticlesArticles
- Kenechukwu Anadu & John Levin & Victoria Liu & Noam Tanner & Antoine Malfroy-Camine & Sean Baker, 2024. "Swing Pricing Calibration: Using ETFs to Infer Swing Factors for Mutual Funds," Financial Analysts Journal, Taylor & Francis Journals, vol. 80(1), pages 30-40, January.
- Kenechukwu E. Anadu & Sean Baker & John Levin & Victoria Liu & Antoine Malfroy-Camine & Noam Tanner, 2022. "Swing Pricing Calibration: A Simple Thought Exercise Using ETF Pricing Dynamics to Infer Swing Factors for Mutual Funds," Supervisory Research and Analysis Notes, Federal Reserve Bank of Boston, issue 2022-06, pages 1-18, January.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, John David Levin should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.