Drawdowns

Otto Van Hemert, Mark Ganz, Campbell R. Harvey, Sandy Rattray, Eva Sanchez Martin and Darrel Yawitch
The Journal of Portfolio Management September 2020, 46 (8) 34-50; DOI: https://doi.org/10.3905/jpm.2020.1.170

Article Information

vol. 46 no. 8 34-50
DOI 
https://doi.org/10.3905/jpm.2020.1.170
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online September 1, 2020.

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Copyright & Usage 
© 2020 Pageant Media Ltd

Author Information

  1. Otto Van Hemert
    1. is the head of macro research at Man AHL in London, UK. (otto.vanhemert{at}man.com)
  2. Mark Ganz
    1. is a quantitative researcher working in London, UK. (ganzmark{at}gmail.com)
  3. Campbell R. Harvey
    1. is professor of finance at Duke University in Durham, NC, and an advisor to Man Group in London, UK. (cam.harvey{at}duke.edu)
  4. Sandy Rattray
    1. is the CIO of Man Group in London, UK. (sandy.rattray{at}man.com)
  5. Eva Sanchez Martin
    1. is a quantitative researcher at Man AHL in London, UK. (eva.sanchezmartin{at}man.com)
  6. Darrel Yawitch
    1. is the chief risk officer at Man AHL, Man GLG, and Man Solutions in London, UK. (darrel.yawitch{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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Drawdowns
Otto Van Hemert, Mark Ganz, Campbell R. Harvey, Sandy Rattray, Eva Sanchez Martin, Darrel Yawitch
The Journal of Portfolio Management Aug 2020, 46 (8) 34-50; DOI: 10.3905/jpm.2020.1.170
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