| 作者 |
 [原创]关于LTCM那次事件的一些疑点（我有些推测，因为市面上似乎没有类似的猜想，所以提出来，供评判） |
 |
| 所跟贴 |
a couple of winners I could remember -- Theme - (346 Byte) 2007-2-07 周三, 10:46 (440 reads) |
碧海潮生
头衔: 海归上士
加入时间: 2006/08/14
文章: 15
海归分: 1351
|
|
|
作者：碧海潮生 在 海归商务 发贴, 来自【海归网】 http://www.haiguinet.com
there can be a big loser, but not necessarily big winner. Every bank holds a lot of Russian bond which defaulted, and emerging stock and bond sold off, which hurt banks as well. It's a good year for CTA like JWH/Dunn which long bond and short emerging market after it turned, but tough for most bank and hedge fund. LTCM's strategy is more sophicated than Zhenyue Mouse understood, but still simpler than people thought it was. Basically their good performance in previous two year was pumped up by leveaged, on risked adjusted basis, they were just on par. John Meriwether is running those strategy for his fund, but at 1/4 the leverage level of LTCM.
作者：碧海潮生 在 海归商务 发贴, 来自【海归网】 http://www.haiguinet.com
|
|
|
| 返回顶端 |
|
 |
|
| |
|
|
|
您不能在本论坛发表新主题, 不能回复主题, 不能编辑自己的文章, 不能删除自己的文章, 不能发表投票, 您 不可以 发表活动帖子在本论坛, 不能添加附件不能下载文件, |
|
|
