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Kathryn Kaminski: The Source of Crisis Alpha

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Manage episode 151925656 series 1043311
Indhold leveret af CME Group. Alt podcastindhold inklusive episoder, grafik og podcastbeskrivelser uploades og leveres direkte af CME Group eller deres podcastplatformspartner. Hvis du mener, at nogen bruger dit ophavsretligt beskyttede værk uden din tilladelse, kan du følge processen beskrevet her https://da.player.fm/legal.

Kathryn Kaminski discusses the main conclusions reached in her popular research paper, In Search of Crisis Alpha: A Short Guide to Investing in Managed Futures. She explains the source of this particularly valuable type of alpha and its origins in specific environments where any kind of alpha is hard to extract from markets. This understanding sheds light on why the value of these strategies is sustainable over the long-term.

Kathryn Kaminski, Assistant Professor at Swedish Royal Institute of Technology and Senior Lecturer at MIT

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42 episoder

Artwork
iconDel
 
Manage episode 151925656 series 1043311
Indhold leveret af CME Group. Alt podcastindhold inklusive episoder, grafik og podcastbeskrivelser uploades og leveres direkte af CME Group eller deres podcastplatformspartner. Hvis du mener, at nogen bruger dit ophavsretligt beskyttede værk uden din tilladelse, kan du følge processen beskrevet her https://da.player.fm/legal.

Kathryn Kaminski discusses the main conclusions reached in her popular research paper, In Search of Crisis Alpha: A Short Guide to Investing in Managed Futures. She explains the source of this particularly valuable type of alpha and its origins in specific environments where any kind of alpha is hard to extract from markets. This understanding sheds light on why the value of these strategies is sustainable over the long-term.

Kathryn Kaminski, Assistant Professor at Swedish Royal Institute of Technology and Senior Lecturer at MIT

  continue reading

42 episoder

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