MIT Laboratory / Rothman / Tykhe Capital LLC / Standard & Poor / AlphaSimplex Group LLC / Morgan Stanley / Center for Research in Security Prices / Renaissance Technologies Corp. / Harris & Harris Group / The Wall Street Journal / New York Stock Exchange / S&P / Goldman Sachs Asset Management / Highbridge Capital Management / /
University of Chicago’s Center / MIT Laboratory / NBER Summer Institute / /
IndustryTerm
investment banks / /
MarketIndex
S&P 600 / S&P 500 / S&P 400 / S&P 1500 / /
Organization
Highbridge Statistical Market Neutral Fund / School of Management / Highbridge Statistical Opportunities Fund / S&P Composite / NBER Summer Institute / Econometric Society / the University of Chicago / Goldman Sachs Global Equity Opportunities Fund / /
Person
Adrian / Kent Daniel / Bruce Lehmann / Steve Poser / Andrew W. Lo / Pankaj Patel / Shin / Paul Bennett / Amir E. Khandani / Jayna Cummings / /
Position
editor / Farmer / Chief Investment Strategist / Professor / director / /
Product
marketmaking risk capital starting / Nokia E62 Smartphone / marketmaking risk capital / /
What happened to the quants in August 2007? Evidence from factors and transactions data∗ Amir E. Khandani† and Andrew W. Lo‡ ∗