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

Khandani, Amir E.; Lo, Andrew W. - In: Journal of financial markets 14 (2011) 1, pp. 1-46

Persistent link: https://www.econbiz.de/10009267118

Hedge funds : a dynamic industry in transition

Getmansky, Mila; Lee, Peter A.; Lo, Andrew W. - In: Annual review of financial economics 7 (2015), pp. 483-577

Persistent link: https://www.econbiz.de/10011567851

Hedge funds : a dynamic industry in transition

Getmansky, Mila; Lee, Peter A.; Lo, Andrew W. - 2015

Persistent link: https://www.econbiz.de/10011334621

Hedge funds : la fin du laissez-faire

Aglietta, Michel; Rigot, Sandra - In: Revue économique : revue bimestrielle 60 (2009) 3, pp. 693-702

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Hedge fund stock trading in the financial crisis of 2007 - 2009

Ben-David, Itzhak; Franzoni, Francesco; Moussawi, Rabih - 2011 - Revision: August 2011

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Hedge fund stock trading in the financial crisis of 2007 - 2009

Ben-David, Itzhak; Franzoni, Francesco; Moussawi, Rabih - 2011 - Rev. version May 2011

Hedge funds significantly reduced their equity holdings during the recent financial crisis. In 2008Q3-Q4, hedge funds sold about 29% of their aggregate portfolio. Redemptions and margin calls were the primary drivers of selloffs. Consistent with forced deleveraging, the selloffs took place in...