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
Rochester Cahan
is the head of U.S. quantitative strategy at Deutsche Bank Securities in New York, NY.
Yin Luo
is the head of global quantitative strategy at Deutsche Bank Securities in New York, NY.
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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