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
Nick Granger
is a managing director of PIMCO
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
Otto Van Hemert
is the head of macro research at Man AHL in London, UK
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In this issue
The Journal of Portfolio Management
Vol. 47, Issue 3
February 2021
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