Following more than a decade of global monetary expansion, investors are concerned that
global bond and equity values may be stretched. In such an environment, alternative …

Risk management of a multimanager portfolio involves both qualitative and quantitative factors,
and both approaches are equally important. Traditionally, quantitative approaches to risk …

Nearly all investors claim to pursue “value” strategies. There is compelling evidence that
such strategies are attractive in the long term. However, value investing, especially as a stock …

Historically, the returns generated by cta or “trend-following” hedge funds have exhibited an
unusual and attractive combination of high average returns and positive convexity. We …

Value investment styles in single stocks have experienced unrelenting losses for several
years, with especially large losses in 2020. The negative returns to value investing strategies …

Recent investor interest in CTA trend-following has been high. Concurrently, over the last 2-3
years, performance of many large CTA funds has been disappointing, in absolute terms …

The recent coincidence of high volatility in returns among CTA hedge funds and the arrival
of Trend Following alternative risk premia products has provided an excellent early test for …

… (With Deepak Gurnani and Nirav Shah.) … (With Deepak Gurnani and Leonid Keyser.) …
(With Deepak Gurnani, Ed Nakon, and Dimitri Paliouras.) …

Purpose: To study the corelation between outer retinal layer thickness (ORL), outer
photoreceptor segment thickness (PROS), and central macular thickness (CMT) with best-corrected …