Strategic Risk Management – Designing Portfolios and Managing Risk: Wiley Finance

CAMPBELL R. HARVEY is Distinguished Professor of Finance at Duke University and a Research Associate at the National Bureau of Economic Research. He has been an investment strategy advisor to Man Group for fourteen years. His research focus is on risk management in dynamic settings. SANDY RATTRAY is Chief Investment Officer of Man Group and a member of the Man Group Executive Committee. He previously spent fifteen years at Goldman Sachs where he was Managing Director in charge of the Fundamental Strategy Group. OTTO VAN HEMERT is the Director of Core Strategies at Man AHL and a member of the Man AHL Management Committee. He has twelve years of experience running systematic trading strategies. Before that he was on the Finance faculty of NYU Stern.