When Genius Failed The Rise And Fall Of Long Term Capital Management

By L. Vogt. 2016

111 citations recorded by the source corpus.

Subfields: Strategy and Management

View Paper: https://www.semanticscholar.org/paper/2b6b0d4e9d086b76b9edebac7a90fca89e48a40c

Citations in the corpus

• The profitability of pairs trading strategies: distance, cointegration and copula methods (2016, unknown): “Prior to the spectacular series of events that led to Long-Term Capital Management (LTCM)s demise, LTCM itself engaged in pairs trading strategies (Lowenstein 2000).”