The Crisis of Crowding: Quant Copycats, Ugly Models, and the New Crash Normal

Author:   Ludwig B. Chincarini
Publisher:   Bloomberg Press
ISBN:  

9781118250020


Pages:   512
Publication Date:   21 August 2012
Format:   Hardback
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

Our Price $65.95 Quantity:  
Add to Cart

Share |

The Crisis of Crowding: Quant Copycats, Ugly Models, and the New Crash Normal


Add your own review!

Overview

Full Product Details

Author:   Ludwig B. Chincarini
Publisher:   Bloomberg Press
Imprint:   Bloomberg Press
Dimensions:   Width: 16.30cm , Height: 4.80cm , Length: 23.40cm
Weight:   0.748kg
ISBN:  

9781118250020


ISBN 10:   1118250028
Pages:   512
Publication Date:   21 August 2012
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

Table of Contents

Reviews

Author Information

LUDWIG B. CHINCARINI, CFA, PHD, is a Professor of Finance in the School of Management at the University of San Francisco and Director of Quantitative Strategies for United States Commodity Funds, with over fifteen years of experience in the financial industry specializing in portfolio management, quantitative equity management, and derivatives. Prior to this, he was creative advisor to Index IQ. He was also Director of Research at Rydex Global Advisors, where he co-developed the S&P 500 equal-weight index and helped launch the Rydex ETF program. He helped build an internet brokerage firm, FOLIOfn, designing its innovative basket trading and portfolio management platform. He also worked at the Bank for International Settlements (BIS) and Schroders. He is the coauthor of Quantitative Equity Portfolio Management. He received a PhD from the Massachusetts Institute of Technology and a BA from the University of California at Berkeley.

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions
Latest Reading Guide

MRG2025CC

 

Shopping Cart
Your cart is empty
Shopping cart
Mailing List