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

id	sg-nus-scholar.10635-171331
record_format	dspace
spelling	sg-nus-scholar.10635-1713312024-04-25T01:32:00Z Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions Capponi, Agostino Glasserman, Paul Weber, Marko MATHEMATICS 10.1287/mnsc.2019.3353 Management Science 2020-07-16T09:42:59Z 2020-07-16T09:42:59Z 2019/04/29 2020-07-16T08:48:43Z Article Capponi, Agostino, Glasserman, Paul, Weber, Marko (2019/04/29). Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions. Management Science. ScholarBank@NUS Repository. https://doi.org/10.1287/mnsc.2019.3353 00251909 15265501 https://scholarbank.nus.edu.sg/handle/10635/171331 Institute for Operations Research and the Management Sciences (INFORMS) Elements
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
description	10.1287/mnsc.2019.3353
author2	MATHEMATICS
author_facet	MATHEMATICS Capponi, Agostino Glasserman, Paul Weber, Marko
format	Article
author	Capponi, Agostino Glasserman, Paul Weber, Marko
spellingShingle	Capponi, Agostino Glasserman, Paul Weber, Marko Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions
author_sort	Capponi, Agostino
title	Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions
title_short	Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions
title_full	Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions
title_fullStr	Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions
title_full_unstemmed	Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions
title_sort	swing pricing for mutual funds: breaking the feedback loop between fire sales and fund redemptions
publisher	Institute for Operations Research and the Management Sciences (INFORMS)
publishDate	2020
url	https://scholarbank.nus.edu.sg/handle/10635/171331
_version_	1800914116533026816

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

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