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
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
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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Vol. 49, Issue 4
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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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- 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
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