Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions

Please use this identifier to cite or link to this item: https://doi.org/10.1287/mnsc.2019.3353

DC Field	Value
dc.title	Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions
dc.contributor.author	Capponi, Agostino
dc.contributor.author	Glasserman, Paul
dc.contributor.author	Weber, Marko
dc.date.accessioned	2020-07-16T09:42:59Z
dc.date.available	2020-07-16T09:42:59Z
dc.date.issued	2019/04/29
dc.identifier.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
dc.identifier.issn	00251909
dc.identifier.issn	15265501
dc.identifier.uri	https://scholarbank.nus.edu.sg/handle/10635/171331
dc.publisher	Institute for Operations Research and the Management Sciences (INFORMS)
dc.source	Elements
dc.type	Article
dc.date.updated	2020-07-16T08:48:43Z
dc.contributor.department	MATHEMATICS
dc.description.doi	10.1287/mnsc.2019.3353
dc.description.sourcetitle	Management Science
dc.published.state	Published
Appears in Collections:	Staff Publications Elements

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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