Dynamic Strategy Migration and the Evolution of Risk Premia

David E. Kuenzi
The Journal of Portfolio Management November 2019, jpm.2019.1.110; DOI: https://doi.org/10.3905/jpm.2019.1.110

Article Information

jpm.2019.1.110
DOI 
https://doi.org/10.3905/jpm.2019.1.110
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online September 12, 2019.

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Copyright & Usage 
© 2019 Pageant Media Ltd

Author Information

  1. David E. Kuenzi
    1. is a senior portfolio manager and senior research scientist at AlphaSimplex Group, LLC in Cambridge, MA. (dkuenzi{at}alphasimplex.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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Dynamic Strategy Migration and the Evolution of Risk Premia
David E. Kuenzi
The Journal of Portfolio Management Sep 2019, jpm.2019.1.110; DOI: 10.3905/jpm.2019.1.110
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