Statements (63)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
hedge fund
|
| gptkbp:founded |
1994
|
| gptkbp:founder |
gptkb:Robert_C._Merton
gptkb:Eric_Rosenfeld gptkb:John_Meriwether gptkb:Myron_Scholes W._Allen_Sands |
| gptkbp:funding |
$126 billion
|
| gptkbp:governs |
$3.6 billion
|
| gptkbp:headquarters |
gptkb:Greenwich,_Connecticut
|
| https://www.w3.org/2000/01/rdf-schema#label |
LTCM
|
| gptkbp:impact |
increased regulation
risk assessment practices |
| gptkbp:investmentFocus |
fixed income
derivatives arbitrage |
| gptkbp:isSuitableFor |
1998
|
| gptkbp:notableEvent |
1998 financial crisis
|
| gptkbp:relatedTo |
Black-Scholes model
financial markets asset management economic indicators financial derivatives financial forecasting financial modeling financial regulations financial stability market liquidity quantitative finance economic theories financial analysis financial performance market volatility financial crises investment analysis quantitative analysis arbitrage opportunities investment strategies portfolio management credit risk investment banking systemic risk hedging strategies investment performance market efficiency market dynamics capital structure financial instruments investment returns market risk portfolio diversification financial leverage risk-return tradeoff investment risk financial engineering hedge fund industry liquidity risk arbitrage pricing theory financial derivatives market Long-Term Capital Management LP |
| gptkbp:reputation |
high risk
high reward |
| gptkbp:riskManagement |
quantitative models
|