Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions

• Agostino Capponi

  Corresponding Author

  Agostino Capponi

  https://orcid.org/0000-0001-9735-7935

  Department of Industrial Engineering and Operations Research, Columbia University, New York, New York 10027

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  ,
• Paul Glasserman

  Paul Glasserman

  https://orcid.org/0000-0002-9577-0205

  Columbia Business School, Columbia University, New York, New York 10027

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  ,
• Marko Weber

  Marko Weber

  https://orcid.org/0000-0002-7315-6714

  Department of Industrial Engineering and Operations Research, Columbia University, New York, New York 10027Department of Mathematics, National University of Singapore, Singapore 119076

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