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Factor Crowding Model

Mob Management Measures

Nicolas Rabener
15 min read
4 Jul 2018

SUMMARY

  • Crowded factors exhibit higher drawdowns than uncrowded factors
  • A multi-metric approach can be successfully applied to measure factor crowding
  • Effective in reducing factor drawdowns and volatility, but less meaningful for returns

INTRODUCTION

Architects devoted to creating large public facilities like sports stadiums are tasked with finding a good balance between aesthetics, commercialism and safety. The latter mainly focuses on crowd control management as stampedes, crushes and riots can have tragic consequences. Crowds are the lifeblood of public arenas as well as one of the key risk factors.

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