Strategic Rebalancing

Sandy Rattray, Nick Granger, Campbell R. Harvey and Otto Van Hemert
The Journal of Portfolio Management Multi-Asset Special Issue 2020, 46 (6) 10-31; DOI: https://doi.org/10.3905/jpm.2020.1.150

Article Information

vol. 46 no. 6 10-31
DOI 
https://doi.org/10.3905/jpm.2020.1.150
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online June 1, 2020.

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Copyright & Usage 
© 2020 Pageant Media Ltd

Author Information

  1. Sandy Rattray
    1. is the CIO of Man Group in London, UK. (sandy.rattray{at}man.com)
  2. Nick Granger
    1. is a managing director of PIMCO in Newport Beach, CA. (nick.granger{at}pimco.com)
  3. Campbell R. Harvey
    1. is a professor of finance at the Fuqua School of Business at Duke University in Durham, NC, and an advisor to Man Group. (cam.harvey{at}duke.edu)
  4. Otto Van Hemert
    1. is the head of macro research at Man AHL in London, UK. (otto.vanhemert{at}man.com)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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Strategic Rebalancing
Sandy Rattray, Nick Granger, Campbell R. Harvey, Otto Van Hemert
The Journal of Portfolio Management May 2020, 46 (6) 10-31; DOI: 10.3905/jpm.2020.1.150
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