Detecting Crowded Trades in Currency Funds
Posted: 23 Jan 2011
There are 4 versions of this paper
Detecting Crowded Trades in Currency Funds
Number of pages: 39
Posted: 14 Dec 2009
Last Revised: 29 Aug 2010
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776
Detecting Crowded Trades in Currency Funds
NYU Working Paper No. 2451/29545
Number of pages: 37
Posted: 08 Feb 2010
Downloads
172
Detecting Crowded Trades in Currency Funds
NBER Working Paper No. w15698
Number of pages: 38
Posted: 01 Feb 2010
Last Revised: 25 May 2023
Downloads
55
Date Written: January 21, 2011
Abstract
Investors and regulators suspect that crowded trades may pose a special risk. The authors propose a methodology to measure crowded trades and apply it to currency managers. This methodology offers useful insights regarding the popularity of certain trades among hedge funds and provides regulators with another tool for monitoring markets.
Keywords: Alternative Investments, Hedge Funds, Economics, Currency Exchange Rates, Foreign Exchange Market, Portfolio Management, Alternative Investment Portfolio Management Strategies
Suggested Citation: Suggested Citation
Pojarliev, Momtchil and Levich, Richard M., Detecting Crowded Trades in Currency Funds (January 21, 2011). Financial Analysts Journal, Vol. 67, No. 1, 2011, Available at SSRN: https://ssrn.com/abstract=1745106
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