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SCOUT· 63%1h 01m·2021-10-19·Money
SCOUT· 63%1h 01m·2021-10-19·MoneyCampbell Harvey, Professor of Finance, Fuqua School of Business, Duke University
Alpha Exchange · 76
Our conversation focuses on his current work as an Investment Strategy Advisor at Man Group where he has done work on the idea of crisis alpha: strategies that can effectively offset portfolio losses suffered during risk-off events. Campbell and his colleagues find that both time-series momentum as well as a…
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