Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions

Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions

10.1287/mnsc.2019.3353

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Bibliographic Details
Main Authors: Capponi, Agostino, Glasserman, Paul, Weber, Marko
Other Authors: MATHEMATICS
Format: Article
Published: Institute for Operations Research and the Management Sciences (INFORMS) 2020
Online Access:https://scholarbank.nus.edu.sg/handle/10635/171331
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Institution: National University of Singapore
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Summary:10.1287/mnsc.2019.3353

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