s******e
发帖数: 696 | 1 【 以下文字转载自 Investment 讨论区 】
发信人: tonys (基因决定人生), 信区: Investment
标 题: [link]What Happened to the Quants in August 2007?
发信站: BBS 未名空间站 (Sun Sep 23 21:08:49 2007)
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 lon | T*******t
发帖数: 9274 | 2 that's not sth new....
【在 s******e 的大作中提到】
: 【 以下文字转载自 Investment 讨论区 】
: 发信人: tonys (基因决定人生), 信区: Investment
: 标 题: [link]What Happened to the Quants in August 2007?
: 发信站: BBS 未名空间站 (Sun Sep 23 21:08:49 2007)
: 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 lon
| s******e
发帖数: 696 | 3 no.
transfer here so people can threw bricks lol
【在 T*******t 的大作中提到】
: that's not sth new....
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