Standing Out From the Crowd: Measuring Crowding in Quantitative Strategies

Rochester Cahan; Yin Luo

doi:10.3905/jpm.2013.39.4.014

Standing Out From the Crowd: Measuring Crowding in Quantitative Strategies

Rochester Cahan and Yin Luo

The Journal of Portfolio Management Summer 2013, 39 (4) 14-23; DOI: https://doi.org/10.3905/jpm.2013.39.4.014

Rochester Cahan

is the head of U.S. quantitative strategy at Deutsche Bank Securities in New York, NY.

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For correspondence: rochester.cahan@db.com

Yin Luo

is the head of global quantitative strategy at Deutsche Bank Securities in New York, NY.

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For correspondence: yin.luo@db.com

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vol. 39 no. 4 14-23

DOI

https://doi.org/10.3905/jpm.2013.39.4.014

Published By

Pageant Media Ltd

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0095-4918

Online ISSN

2168-8656

History

Published online July 31, 2013.

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Rochester Cahan
1. is the head of U.S. quantitative strategy at Deutsche Bank Securities in New York, NY. (rochester.cahan{at}db.com)
Yin Luo
1. is the head of global quantitative strategy at Deutsche Bank Securities in New York, NY. (yin.luo{at}db.com)

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Standing Out From the Crowd: Measuring Crowding in Quantitative Strategies

Rochester Cahan, Yin Luo

The Journal of Portfolio Management Jul 2013, 39 (4) 14-23; DOI: 10.3905/jpm.2013.39.4.014

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Standing Out From the Crowd: Measuring Crowding in Quantitative Strategies

Rochester Cahan, Yin Luo

The Journal of Portfolio Management Jul 2013, 39 (4) 14-23; DOI: 10.3905/jpm.2013.39.4.014

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