Campbell Harvey, Professor of Finance, Fuqua School of Business, Duke University
Alpha Exchange
00:00
Strategic Risk Management - Is There a Strategy That Works?
In your book, strategic risk management, i thought that was really important. And of course, everybody is looking for the hedge that doesn't bleed out so much over time. I think you put it at 86 % of the time, that valrusk premium really does add up. We're trying to put together a portfolio that's durable during those inevitable and sometimes very, very sharp draw downs. So why don't we start with momentum, and hopefully you can tell our audience just how you think it works, perhaps why it works, and then how to implement it.
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