What happened to the quants in August 2007? : evidence from factors and transactions data /

Main Author: Khandani, Amir E.
Corporate Author: National Bureau of Economic Research
Other Authors: Lo, Andrew W.
Format: Book
Language:English
Published: Cambridge, Mass. : National Bureau of Economic Research, 2008.
Series:NBER working paper series ; no. 14465.
Subjects:
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040 |a GrThPMO 
050 1 4 |a HB1  |b .N38 no. 14465 
100 1 4 |a Khandani, Amir E. 
245 1 4 |a What happened to the quants in August 2007? :  |b evidence from factors and transactions data /  |c Amir E. Khandani, Andrew W. Lo. 
260 1 4 |a Cambridge, Mass. :  |b National Bureau of Economic Research,  |c 2008. 
300 1 4 |a 58 p. :  |b ill. ;  |c 22 cm. 
490 1 4 |a NBER working paper series ;  |v no. 14465. 
504 1 4 |a Includes bibliographical references (p. 55-58). 
650 1 4 |a Hedge funds  |x History  |y 21st century  |z United States  |x Econometric models. 
650 1 4 |a Financial crises  |x Econometric models.  |y 21st century  |z United States 
700 1 4 |a Lo, Andrew W.  |q (Andrew Wen-Chuan) 
710 2 4 |a National Bureau of Economic Research 
952 |a GrThPMO  |b 59b012c36c5ad17d7e5acccd  |c 952a  |d 9528  |e HB1.N38 no. 14465  |t 7  |x m  |z Books