Please use this identifier to cite or link to this item:
https://doi.org/10.1287/mnsc.2019.3353
| Title: | Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions | Authors: | Capponi, Agostino Glasserman, Paul Weber, Marko |
Issue Date: | 2019 | Publisher: | Institute for Operations Research and the Management Sciences (INFORMS) | Citation: | 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 | Source Title: | Management Science | URI: | https://scholarbank.nus.edu.sg/handle/10635/171331 | ISSN: | 00251909 15265501 |
DOI: | 10.1287/mnsc.2019.3353 |
| Appears in Collections: | Staff Publications Elements |
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| File | Description | Size | Format | Access Settings | Version | |
|---|---|---|---|---|---|---|
| mutual_funds_MS_final_2.pdf | Accepted version | 7.33 MB | Adobe PDF | OPEN | Post-print | View/Download |
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