在LTCM事件(1998年9月)功勞頗大,當時是 New York Fed chairman
LTCM當時主要由兩位諾貝爾經濟學獎得主Myron Scholes、Robert Merton負責
keyword:
Long-Term Capital Management
Market Neutral-Arbitrage
John Meriwether、David Mulling
ref:
http://www.riskinstitute.ch/146490.htm
http://elsa.berkeley.edu/users/webfac/craine/e137_f03/137lessons.pdf
http://www.geocities.com/Athens/Delphi/6349/bonn06-07.htm
Edwards, Franklin.R.”Hedge Funds and the Collapse of Long-Term Capital Management“, Journal of Economic Perspective 1999 <另個載點>
