For those interested, some of my recent work on portfolio choice for alternative risk premia. Motto: Do what I say, not what I do….
For those interested, some of my recent work on portfolio choice for alternative risk premia. Motto: Do what I say, not what I do….
I am very happy to receive the 2020 EQD award for the best Systematic Investing Research Paper, together with my coauthors Stefan Kessler (Morgan Stanley) and Jan Harries (Schumpeter Business School).
This is my second win in a row and will increase the pressure for a hat trick. It comes as a welcome distraction in difficult times.