Concepedia

Sandy Rattray

SR

7

Publications

220

Citations

7

H-Index

2014

Active since

Affiliations

Duke University(Current)

Asser Institute

National Bureau of Economic Research

Sandy Rattray is an author at Duke University specializing in quantitative finance, financial economics, and finance.

Top concepts

Publications per year

2014–2020

7

Publications

7

Dissecting Investment Strategies in the Cross Section and Time Series

Jamil Baz, Nicolas Granger, Campbell R. Harvey et al. · SSRN Electronic Journal · 2015 · 65 citations · Full text

The Impact of Volatility Targeting

Campbell R. Harvey, Edward Hoyle, Russell Korgaonkar et al. · The Journal of Portfolio Management · 2018 · 62 citations

, , +17

Man vs. Machine: <i>Comparing Discretionary and</i><i>Systematic Hedge Fund Performance</i>

Campbell R. Harvey, Sandy Rattray, Andrew Sinclair et al. · The Journal of Portfolio Management · 2017 · 36 citations

The Impact of Volatility Targeting

Campbell R. Harvey, Edward Hoyle, Russell Korgaonkar et al. · SSRN Electronic Journal · 2018 · 18 citations · Full text

The Best of Strategies for the Worst of Times: <i>Can Portfolios Be Crisis Proofed?</i>

Campbell R. Harvey, Edward Hoyle, Sandy Rattray et al. · The Journal of Portfolio Management · 2019 · 17 citations

, , +22

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