Strategic Rebalancing

Sandy Rattray; Nick Granger; Campbell R. Harvey; Otto Van Hemert

doi:10.3905/jpm.2020.1.150

Strategic Rebalancing

Sandy Rattray, Nick Granger, Campbell R. Harvey and Otto Van Hemert

The Journal of Portfolio Management Multi-Asset Special Issue 2020, jpm.2020.1.150; DOI: https://doi.org/10.3905/jpm.2020.1.150

Sandy Rattray

is the CIO of Man Group in London, UK

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Nick Granger

is a managing director of PIMCO

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Campbell R. Harvey

is a professor of finance at the Fuqua School of Business at Duke University in Durham, NC, and an advisor to Man Group

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Otto Van Hemert

is the head of macro research at Man AHL in London, UK

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Article
Info & Metrics
PDF (Subscribers Only)

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Portfolio Management

Vol. 47, Issue 3

February 2021

Table of Contents
Index by author
Complete Issue (PDF)

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Portfolio Management.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following Strategic Rebalancing

Message Subject (Your Name) has sent you a message from The Journal of Portfolio Management

Message Body (Your Name) thought you would like to see the The Journal of Portfolio Management web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

Strategic Rebalancing

Sandy Rattray, Nick Granger, Campbell R. Harvey, Otto Van Hemert

The Journal of Portfolio Management Mar 2020, jpm.2020.1.150; DOI: 10.3905/jpm.2020.1.150

Citation Manager Formats

BibTeX
Bookends
EasyBib
EndNote (tagged)
EndNote 8 (xml)
Medlars
Mendeley
Papers
RefWorks Tagged
Ref Manager
RIS
Zotero

Save To My Folders

User Name *

Password *

Remember my user name & password.

Strategic Rebalancing

Sandy Rattray, Nick Granger, Campbell R. Harvey, Otto Van Hemert

The Journal of Portfolio Management Mar 2020, jpm.2020.1.150; DOI: 10.3905/jpm.2020.1.150

Share This Article:

Tweet Widget Facebook Like

Jump to section

Article
Info & Metrics
PDF

Cited By...

No citing articles found.

Google Scholar

Main menu

User menu

Search

The Journal of Portfolio Management

Strategic Rebalancing

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Similar Articles

Cited By...

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

Strategic Rebalancing

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Jump to section

Similar Articles

Cited By...

Stay Connected