Behavourial Effects of Trend Following Skewness

19 December 2017

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Razvan Remsing, Aspect's Head of Investment Solutions, recently took part in the CME Group's New York Investor Research Forum. His presentation at the event covers the skewness of equity markets compared to CTAs, trend following theory, the impact of speed and model type on portfolio skewness and Behavioural Risk Aversion.

TO WATCH THE PRESENTATION CLICK HERE

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