Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions
10.1287/mnsc.2019.3353
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Main Authors: | Capponi, Agostino, Glasserman, Paul, Weber, Marko |
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Other Authors: | MATHEMATICS |
Format: | Article |
Published: |
Institute for Operations Research and the Management Sciences (INFORMS)
2020
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Online Access: | https://scholarbank.nus.edu.sg/handle/10635/171331 |
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Institution: | National University of Singapore |
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