Detecting Crowded Trades in Currency Funds

Investors and regulators suspect that crowded trades may pose a special risk. The authors propose a methodology to measure crowded trades and apply it to currency managers. This methodology offers useful insights regarding the popularity of certain trades among hedge funds and provides regulators with another tool for monitoring markets

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Year of publication:	2011
Authors:	Pojarliev, Momtchil
Other Persons:	Levich, Richard M. (contributor)
Publisher:	[2011]: [S.l.] : SSRN
Subject:	Devisenmarkt \| Foreign exchange market \| Kapitaleinkommen \| Capital income \| Wertpapierhandel \| Securities trading \| Hedgefonds \| Hedge fund \| Finanzkrise \| Financial crisis \| Internationaler Finanzmarkt \| International financial market \| Finanzprodukt \| Financial product \| Futures
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Financial Analysts Journal, Vol. 67, No. 1, 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 21, 2011 erstellt Volltext nicht verfügbar
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013131200