Swing Pricing for Mutual Funds: Breaking the Feedback Loop...

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Management Science 2020 / 01

Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions

Capponi, Agostino, Glasserman, Paul, Weber, Marko
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Journal:
Management Science
DOI:
10.1287/mnsc.2019.3353
Date:
January, 2020
File:
PDF, 1.15 MB
2020
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