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

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Nick Granger

is a managing director of PIMCO

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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

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Otto Van Hemert

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

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The Journal of Portfolio Management

Vol. 46, Issue 8

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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

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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

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