Risk management lessons from Long‐Term Capital Management

• 1 September 2000
• journal article
• Published by Wiley in European Financial Management
• Vol. 6  (3) , 277-300
• https://doi.org/10.1111/1468-036x.00125

Abstract

Keywords

• EXTREME
• OPTIMIZE
• LTCM
• RISK MANAGEMENT
• LESSONS
• HISTORY
• TERM CAPITAL