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
David E. Kuenzi
is a senior portfolio manager and senior research scientist at AlphaSimplex Group, LLC in Cambridge, MA

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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