The Impact of Performance Fees on Multi-Manager CTA Portfolios
Kathryn Kaminski and Marat Molyboga
The Journal of Alternative Investments Fall 2019, 22 (2) 24-34; DOI: https://doi.org/10.3905/jai.2019.22.2.024
Kathryn Kaminski
is the chief research strategist and portfolio manager at AlphaSimplex Group, LLC in Cambridge, MA
Marat Molyboga
is the chief risk officer and director of research at Efficient Capital Management, LLC in Warrenville, IL
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In this issue
The Journal of Alternative Investments
Vol. 22, Issue 2
Fall 2019
The Impact of Performance Fees on Multi-Manager CTA Portfolios
Kathryn Kaminski, Marat Molyboga
The Journal of Alternative Investments Sep 2019, 22 (2) 24-34; DOI: 10.3905/jai.2019.22.2.024