Chincarini, Ludwig B.

The crisis of crowding : quant copycats, ugly models, and the new crash normal / Ludwig B. Chincarini. - Hoboken, N.J. : Bloomberg Press, 2012. - xxvii, 478 p. : ill. ; 24 cm. - Bloomberg .

Includes bibliographical references ( p. 451-464) and index.

9781118250020


Long-term Capital Management (Firm)


Financial crises--History--United States--21st century.
Global Financial Crisis, 2008-2009.