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The Journal of Alternative Investments

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Business Cycle–Related Timing of Alternative Risk Premia Strategies

Bernd Scherer and Matthias Apel
The Journal of Alternative Investments Spring 2020, 22 (4) 8-24; DOI: https://doi.org/10.3905/jai.2020.1.091
Bernd Scherer
is a member of the executive board and CIO at Lampe Asset Management in Düsseldorf, Germany and a research associate at EDHEC Risk in London, UK
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Matthias Apel
is a PhD student in the Schumpeter School of Business and Economics at the University of Wuppertal, Germany and is a quantitative analyst at Lampe Asset Management in Düsseldorf, Germany
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Article Information

vol. 22 no. 4 8-24
DOI 
https://doi.org/10.3905/jai.2020.1.091

Published By 
Pageant Media Ltd
Print ISSN 
1520-3255
Online ISSN 
2168-8435
History 
  • Published online April 1, 2020.

Article Versions

  • Latest version (February 19, 2020 - 04:41).
  • You are viewing the most recent version of this article.
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© 2020 Pageant Media Ltd

Author Information

  1. Bernd Scherer
    1. is a member of the executive board and CIO at Lampe Asset Management in Düsseldorf, Germany and a research associate at EDHEC Risk in London, UK. (drberndscherer{at}gmx.net)
  2. Matthias Apel
    1. is a PhD student in the Schumpeter School of Business and Economics at the University of Wuppertal, Germany and is a quantitative analyst at Lampe Asset Management in Düsseldorf, Germany. (matthias.apel{at}uni-wuppertal.de)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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The Journal of Alternative Investments: 22 (4)
The Journal of Alternative Investments
Vol. 22, Issue 4
Spring 2020
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Business Cycle–Related Timing of Alternative Risk Premia Strategies
Bernd Scherer, Matthias Apel
The Journal of Alternative Investments Mar 2020, 22 (4) 8-24; DOI: 10.3905/jai.2020.1.091

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Business Cycle–Related Timing of Alternative Risk Premia Strategies
Bernd Scherer, Matthias Apel
The Journal of Alternative Investments Mar 2020, 22 (4) 8-24; DOI: 10.3905/jai.2020.1.091
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