We propose a simple analytical framework to measure the value added or subtracted by
stop-loss rules—predetermined policies that reduce a portfolio’s exposure after reaching a …

An all-inclusive guide to trend following As more and more savvy investors move into the
space, trend following has become one of the most popular investment strategies. Written for …

… Kathryn M Kaminski … Kathryn M. Kaminski, explains how trend following strategies
work and how they may be able to help institutions better manage risk. …

A mathematical model is developed to simulate the sparging of dissolved volatile organic
compounds (VOCs) and nonaqueous phase liquid (NAPL) from contaminated aquifers. The …

Investors commonly use stopping rules to help them get in and out of their investment positions.
Despite their widespread use and support from behavioral finance, there has been little …

The authors study the impact of fees on the performance of multi-manager portfolios within
managed futures. Using net-of-fee monthly returns of commodity trading advisors (CTAs) and …

Investor Takeaway: One can optimize your portfolio return by combining cheap beta exposures
and augment return by finding absolute return strategies which are uncorrelated to those …

Practical Applications Summary In The Impact of Performance Fees on Multi-Manager CTA
Portfolios, published in the Fall 2019 issue of The Journal of Alternative Investments, Kathryn …

Similar to stocks, Exchange Traded Funds (ETFs) or even more broadly Exchange Traded
Products (ETPs) are portfolios of securities which are traded on an exchange. Since their …