Convergent and Divergent Risk Taking

Update: 2014-06-13

Description

Kathryn Kaminski (Ph.D.), a researcher and author, with the Institute for Financial Research in Stockholm and affiliated faculty at the Stockholm School of Economics answers questions about the managed futures space in a series of short conversations.

Comments

In Channel

Demystifying Short-Term Systematic Trading

2016-05-0213:10

The Evolution of Allocation: The Sequel

2016-04-1632:24

Evaluating Pinnacle Award Nominees the Investor Way

2016-03-0407:47

Portable Alpha for Institutional Investors

2015-07-2226:07

The Evolution of Allocation—One Plan Sponsor's Journey into Allocating to Managed Futures

2015-06-2230:18

Pioneering Longevity with Cliff Asness

2015-04-2716:23

Carry and Trend in Lots of Places

2015-04-2730:51

Strategy and Style Diversity in the Managed Futures Industry

2014-11-2508:52

The Value of Liquidity in Constructing Hedge Fund Portfolios

2014-11-2508:29

Structural Alpha, Part 2

2014-11-2511:22

Global Energy Markets

2014-08-2512:08

Models and Markets

2014-08-2508:59

Macro and Managed Futures Strategies

2014-08-2519:10

Tail Risk Management

2014-08-2519:37

Strategy and Market Diversity in the Managed Futures Industry

2014-08-2514:49

Structural Alpha

2014-06-3010:22

Managed Futures Indices and Industry Performance

2014-06-3023:14

How many trend followers is optimal in a multi-manager portfolio?

2014-06-1302:51

Convergent and Divergent Risk Taking

2014-06-1308:13

Style Analysis in the CTA space

2014-06-1303:56

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Convergent and Divergent Risk Taking

#box-pro-ellipsis-176314870925769{-webkit-line-clamp:2;}Convergent and Divergent Risk Taking

Convergent and Divergent Risk Taking

Convergent and Divergent Risk Taking