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How to Lose Money in Derivatives: Examples from Hedge Funds and Bank Trading Departments
16 references·0 citing·36 second hop
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References

  • 1992The Cross-Section of Expected Stock Returns17,320 cited
  • 2009This Time Is Different4,955 cited
  • 2009This Time Is Different2,361 cited
  • 1985Persuasive evidence of market inefficiency1,951 cited
  • 2010This time is different: eight centuries of financial folly1,870 cited
  • 1993The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice1,158 cited
  • 1996Value at risk: the new benchmark for controlling market risk1,018 cited
  • 2010This time is different: eight centuries of financial folly798 cited
  • 2003High‐Water Marks and Hedge Fund Management Contracts595 cited
  • 1979The Great Crash*578 cited
  • 2000Risk management lessons from Long‐Term Capital Management388 cited
  • 1993A short history of financial euphoria381 cited
  • 1999Hedge Funds and the Collapse of Long-Term Capital Management270 cited
  • 1999Inventing Money: The Story of Long-Term Capital Management and the Legends Behind It170 cited
  • 2007Incentives and risk taking in hedge funds165 cited
  • 2003The Stochastic Programming Approach to Asset, Liability, and Wealth Management

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