Bryan Belton

PanAgora Asset Management

1 International Place

24th Floor

Boston, MA 02110

United States

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Scholarly Papers (1)

1.

Protecting the Downside of Trend When It's Not Your Friend

The Journal of Portfolio Management (2019), https://doi.org/10.3905/jpm.2019.1.087
Posted: 23 Jul 2019
Kun Yang, Edward E. Qian and Bryan Belton
PanAgora Asset Management, PanAgora Asset Management and PanAgora Asset Management

Abstract:

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trend-following, Managed Futures, CTA, hedge funds, portfolio construction, risk management