The Crisis Of Crowding (Quant Copycats, Ugly Models, and...

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The Crisis Of Crowding (Quant Copycats, Ugly Models, and the New Crash Normal) || The Correlations between LTCM Strategies Before and During the Crisis

Chincarini, Ludwig B.
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Year:
2012
Language:
english
DOI:
10.1002/9781119203414.app7
File:
PDF, 42 KB
english, 2012
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