Nicholas T. Chan

AlphaSimplex Group, LLC

One Cambridge Center

Cambridge, MA 02142

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 5,061

SSRN RANKINGS

Top 5,061

in Total Papers Downloads

6,684

CITATIONS
Rank 5,952

SSRN RANKINGS

Top 5,952

in Total Papers Citations

85

Scholarly Papers (3)

1.
Downloads 4,946 ( 1,091)
Citation 72

Systemic Risk and Hedge Funds

MIT Sloan Research Paper No. 4535-05, EFA 2005 Moscow Meetings Paper, AFA 2006 Boston Meetings Paper
Number of pages: 111 Posted: 07 Mar 2005
Nicholas T. Chan, Mila Getmansky, Shane M. Haas and Andrew W. Lo
AlphaSimplex Group, LLC, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, AlphaSimplex Group, LLC and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 4,598 (1,241)
Citation 72

Abstract:

Hedge funds, systemic risk, financial crises, risk management

Systemic Risk and Hedge Funds

NBER Working Paper No. w11200
Number of pages: 109 Posted: 19 Apr 2005
Nicholas T. Chan, Mila Getmansky, Shane M. Haas and Andrew W. Lo
AlphaSimplex Group, LLC, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, AlphaSimplex Group, LLC and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 348 (67,525)
Citation 72

Abstract:

2.

Agent-Based Models of Financial Markets: A Comparison with Experimental Markets

MIT Sloan Working Paper No. 4195-01
Number of pages: 47 Posted: 19 Nov 2001
Tomaso Poggio, Andrew W. Lo, Blake LeBaron and Nicholas T. Chan
Massachusetts Institute of Technology (MIT) - Brain and Cognitive Sciences, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Brandeis University - International Business School and AlphaSimplex Group, LLC
Downloads 1,385 (9,439)
Citation 7

Abstract:

Agent-Based Models, Artificial Markets, Experimental Markets, Market Microstructure

3.

Securities Trading of Concepts (STOC)

Number of pages: 58 Posted: 23 Jul 2008 Last Revised: 20 Sep 2010
UCLA Medical School Urology Research, Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Brain and Cognitive Sciences and AlphaSimplex Group, LLC
Downloads 292 (79,084)
Citation 6

Abstract:

prediction markets, experimental markets, new product development, consumer preferences