Specialised short positions challenge beta behaviour
Long/short funds with specialised short positions have greater beta convexity and present greater liquidity strain in rebalancing, according to new research by Morgan Stanley.
Danger signs surround quantitative easing solution
If the unavailability of credit is not the source of the US economy’s problems then the quantitative easing solution put forward by the US Federal Reserve could be ineffective at best, and at worst full of danger, according to broker and quantitative research firm, H.C. Wainwright & Co Economics.
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