Code Repository for 'LTCM Redux? Hedge Fund Treasury Trading, Funding Fragility, and Risk Constraints'
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资源简介：
This repository contains code used in "LTCM Redux? Hedge Fund Treasury Trading, Funding Fragility, and Risk Constraints" by Mathias S. Kruttli, Phillip J. Monin, Lubomir Petrasek, and Sumudu W. Watugala.
提供机构：
Indiana University Bloomington; Federal Reserve Board
