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The Journal of Portfolio Management

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Value by Design?

Stephan Kessler, Bernd Scherer and Jan Philipp Harries
The Journal of Portfolio Management Quantitative Special Issue 2020, jpm.2019.1.122; DOI: https://doi.org/10.3905/jpm.2019.1.122
Stephan Kessler
is co-head of quantitative investment strategy research at Morgan Stanley in London and a lecturer at University of St. Gallen in St. Gallen, Switzerland
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Bernd Scherer
is senior MD and head of asset management at a privately held German bank and a research associate at EDHEC in Lille, France
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Jan Philipp Harries
is research assistant at the Chair of Finance and Corporate Governance at the University of Wuppertal in Wuppertal, Germany
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The Journal of Portfolio Management: 49 (4)
The Journal of Portfolio Management
Vol. 49, Issue 4
Multi-Asset Special Issue 2023
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Value by Design?
Stephan Kessler, Bernd Scherer, Jan Philipp Harries
The Journal of Portfolio Management Nov 2019, jpm.2019.1.122; DOI: 10.3905/jpm.2019.1.122

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Value by Design?
Stephan Kessler, Bernd Scherer, Jan Philipp Harries
The Journal of Portfolio Management Nov 2019, jpm.2019.1.122; DOI: 10.3905/jpm.2019.1.122
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  • Article
    • Abstract
    • DATA
    • SUMMARY OF INVESTMENT STRATEGY DIMENSIONS AND RELATED CHOICES
    • IMPACT OF INVESTMENT STRATEGY DESIGN CHOICE ON PERFORMANCE
    • IMPACT OF DESIGN CHOICES ON INVESTMENT STRATEGY RETURN CHARACTERISTICS
    • DESIGN CHOICE AND SIGNIFICANCE TESTING
    • DESIGN FISHING
    • CONCLUSION
    • ACKNOWLEDGMENTS
    • ADDITIONAL READING
    • ENDNOTES
    • REFERENCES
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