The Amaranth Case Study
8 Pages Posted: 15 Jun 2018
Date Written: May 30, 2018
This paper provides a case study on the Amaranth hedge fund debacle. The article describes the fund's strategies and documents the riskiness of the fund's positioning based on a U.S. Senate investigation. The paper concludes with the debacle's legal and regulatory aftermath.
Keywords: Amaranth, Natural Gas, Regulatory
JEL Classification: G1, G11, G18
Suggested Citation: Suggested Citation