Nicholas T. Chan

AlphaSimplex Group, LLC

One Cambridge Center

Cambridge, MA 02142

United States

SCHOLARLY PAPERS

3

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Top 12,628

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7,575

SSRN CITATIONS
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Top 11,648

in Total Papers Citations

23

CROSSREF CITATIONS

118

Scholarly Papers (3)

1.
Downloads 5,419 ( 3,181)
Citation 65

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
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) - Laboratory for Financial Engineering
Downloads 4,949 (3,671)
Citation 2

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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 Last Revised: 10 Aug 2022
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) - Laboratory for Financial Engineering
Downloads 470 (119,518)
Citation 9

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2.

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

Number of pages: 47 Posted: 19 Nov 2001
Tomaso Poggio, Andrew W. Lo, Blake LeBaron and Nicholas T. Chan
Massachusetts Institute of Technology (MIT) - Department of Brain and Cognitive Sciences, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Brandeis University - International Business School and AlphaSimplex Group, LLC
Downloads 1,756 (19,846)
Citation 12

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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
University of California, Los Angeles (UCLA) - Department of Urology, Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, Massachusetts Institute of Technology (MIT) - Department of Brain and Cognitive Sciences and AlphaSimplex Group, LLC
Downloads 400 (145,682)
Citation 13

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