How many trend followers is optimal in a multi-manager portfolio?
- Author
- CME Group
- Published
- Fri 13 Jun 2014
- Episode Link
- https://traffic.libsyn.com/secure/cmegrouppodcast/KathrynKaminski-parameterselection1May14.mp3
Kathryn Kaminski (Ph.D.), a researcher and author, with the Institute for Financial Research in Stockholm and affiliated faculty at the Stockholm School of Economics answers questions about the managed futures space in a series of short conversations.
