The behavior and performance of major types of futures traders
C Wang - Journal of Futures Markets: Futures, Options, and …, 2003 - Wiley Online Library
This article examines the behavior and performance of speculators and hedgers in 15 US
futures markets. We find that after controlling for market risk factors, speculators are …
futures markets. We find that after controlling for market risk factors, speculators are …
Tumbling tower of Babel: subprime securitization and the credit crisis
BI Jacobs - Financial Analysts Journal, 2009 - Taylor & Francis
The credit crisis reflects the collapse of a tower of structured finance products based on
subprime mortgage loans. These instruments—RMBSs, CDOs, SIVs, and CDSs—shifted the …
subprime mortgage loans. These instruments—RMBSs, CDOs, SIVs, and CDSs—shifted the …
Risk avoidance and market fragility
BI Jacobs - Financial Analysts Journal, 2004 - Taylor & Francis
Risk Avoidance and Market Fragility Page 1 26 ©2004, AIMR® PERSPECTIVES Risk
Avoidance and Market Fragility Bruce I. Jacobs ot only did the first few years of this decade wipe …
Avoidance and Market Fragility Bruce I. Jacobs ot only did the first few years of this decade wipe …
[BOOK][B] Too Smart for Our Own Good
BI Jacobs - 2018 - pm-research.com
One of today's leading nancial thinkers, Bruce I. Jacobs, examines recent nancial crises—
including the 1987 stock market crash, the 1998 collapse of the hedge fund Long-Term …
including the 1987 stock market crash, the 1998 collapse of the hedge fund Long-Term …
Tumbling tower of Babel: Subprime securitization and the credit crisis
BI Jacobs - Risk Management: Foundations For a Changing …, 2010 - books.google.com
The credit crisis reflects the collapse of a tower of structured finance products based on
subprime mortgage loans. These instruments—RMBSs, CDOs, SIVs, and CDSs—shifted the …
subprime mortgage loans. These instruments—RMBSs, CDOs, SIVs, and CDSs—shifted the …
What We Still Have to Learn from the Credit Collapse (and Other Market Crises)
PD Jacobs, I Bruce - The Journal of Portfolio Management, 2018 - papers.ssrn.com
This editorial, which mirrors Bruce Jacobs's book Too Smart for Our Own Good: Ingenious
Investment Strategies, Illusions of Safety, and Market Crashes, finds that “free-lunch” …
Investment Strategies, Illusions of Safety, and Market Crashes, finds that “free-lunch” …
[CITATION][C] Tumbling Tower of Babel
RW Kolb - LESSONS FROM THE FINANCIAL CRISIS - Wiley Online Library