Article

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

Article Information

vol. 39 no. 4 14-23
DOI 
https://doi.org/10.3905/jpm.2013.39.4.014
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online July 31, 2013.
Copyright & Usage 
© 2013 Pageant Media Ltd

Author Information

  1. Rochester Cahan
    1. is the head of U.S. quantitative strategy at Deutsche Bank Securities in New York, NY. (rochester.cahan{at}db.com)
  2. Yin Luo
    1. is the head of global quantitative strategy at Deutsche Bank Securities in New York, NY. (yin.luo{at}db.com)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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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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