Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions.
Agostino CapponiPaul GlassermanMarko H. WeberPublished in: Manag. Sci. (2020)
Keyphrases
- feedback loop
- dynamic pricing
- profit maximization
- investment strategies
- steady state
- feedback loops
- portfolio selection
- financial markets
- pricing model
- fourier series
- supply chain management
- open ended
- learning curve
- optimal pricing
- mechanism design
- potential customers
- fuzzy cognitive maps
- customer support
- customer service
- stock market
- walking speed