Liquidity risk - Lost in the crowd - The simultaneous unwinding of quantitative hedge fund portfolios last August, along with the liquidity crunch in the credit market, has high-lighted the danger of crowded trades. How do investors attempt to identify herding behaviour?
Year of publication: |
2008
|
---|---|
Authors: | Madigan, Peter |
Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 21.2008, 1, p. 80-83
|
Saved in:
Saved in favorites
Similar items by person
-
Madigan, Peter, (2012)
-
Madigan, Peter, (2013)
-
Commodities - Persecution complex
Madigan, Peter, (2013)
- More ...