Asset Based Style Analysis for Equity Strategies
The Role of the Volatility Factor
David E. Kuenzi and Xu Shi
The Journal of Alternative Investments Summer 2007, 10 (1) 10-24; DOI: https://doi.org/10.3905/jai.2007.688990
David E. Kuenzi
The head of risk management and quantitative research at Glenwood Capital Investments, LLC in Chicago, IL.
Xu Shi
A quantitative risk analyst at Glenwood Capital Investments, LLC in Chicago, IL.
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In this issue
The Journal of Alternative Investments
Vol. 10, Issue 1
Summer 2007
Asset Based Style Analysis for Equity Strategies
David E. Kuenzi, Xu Shi
The Journal of Alternative Investments Jun 2007, 10 (1) 10-24; DOI: 10.3905/jai.2007.688990