Describe long - term capital management

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Reference no: EM133189655

Case : Long-Term_Capital_Management

Questions:

1. Give some background on LTCM

2. How did they produce alpha?

3. What were their returns into end 1997?

4. What concerns did they have about risk, leverage, financing, liquidity, etc.?

5. What issues did they have with fund size towards the end of 1997

6. Describe the events in 1998

Reference no: EM133189655

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