[link]What Happened to the Quants in August 2007? - Investment版

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Investment版 - [link]What Happened to the Quants in August 2007?

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● 大家都留多少钱急用啊？	● [link]What Happened to the Quants in August 2007?
● 现有一些现金在将来至少5年不急用，请推荐买什么fund。	● 俄太平洋增加海军战力引周边国家关注
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相关话题的讨论汇总
话题: august话题: what话题: quants话题: happened话题: equity

进入Investment版参与讨论

(共1页)

t***s
发帖数: 163

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1015987
Abstract:
During the week of August 6, 2007, a number of high-profile and highly
successful quantitative long/short equity hedge funds experienced
unprecedented losses. Based on empirical results from TASS hedge-fund data
as well as the simulated performance of a specific long/short equity
strategy, we hypothesize that the losses were initiated by the rapid
unwinding of one or more sizable quantitative equity market-neutral
portfolio

(共1页)

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● China basing on CNN about space debris	● 提前还贷款能省多少利息？
● 俄罗斯通过简化并吞领土和居民的立法	● 大家都留多少钱急用啊？
● 普京血口大开了	● 现有一些现金在将来至少5年不急用，请推荐买什么fund。
● 乌克兰东部Donetsk地区也要独立了	● 保险投资？
● [合集] It's a huge bear, but	● 买房子 vs SPY
● What is YTD return for your trading account this year?	● Philadelphia Fed's Factory Index Stalled in August (ZT)
● 这个版踏空的不少吧?	● An Interview With Jim Roger, August 13, 2008
● Asset protection	● Who can save GM?

相关话题的讨论汇总
话题: august话题: what话题: quants话题: happened话题: equity

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