[PDF][PDF] Strategy Benchmarks: From the Investment Manager's Perspective'

DE Kuenzi - Journal of Portfolio Management Winter, 2003 - Citeseer
As the investment management industry becomes more sophisticated, investment managers
are using benchmark indices in an increasingly complex fashion—as the baseline along …

Asset based style analysis for equity strategies: The role of the volatility factor

DE Kuenzi, S Xu - The Journal of Alternative Investments, 2007 - search.proquest.com
KUENZI is the head of risk management and quantitative research at Glenwood Capital …
vega in the variance swap contract and related solutions is addressed by Kuenzi [2005]. …

Dynamic strategy migration and the evolution of Risk Premia

DE Kuenzi - Journal of Portfolio Management, 2019 - search.proquest.com
The author creates a conceptual model for risk premia strategies, focusing on the notion of a
continuum running from pure alpha to pure beta and where on this continuum a given …

[PDF][PDF] Sources of Return Dispersion in Alternative Risk Premia

DE Kuenzi - The Journal of Alternative Investments, 2020 - im.natixis.com
… tratarse de valores no inscritos, no existe la obligación por parte del emisor de entregar en
Chile información pública respecto de estos valores. Estos valores no podrán ser objeto de

[PDF][PDF] Shedding light on alternative beta: a volatility and fixed income asset class comparison

DE Kuenzi - Volatility as an Asset Class, 2007 - premiacap.com
2 If held to expiration or maturity, a short volatility portfolio (such as a delta-hedged short
straddle, a short variance swap, or a short volatility swap) generally has a payout equal to (or …

[PDF][PDF] Equity hedge fund ABS models: choosing the volatility factor

DE Kuenzi, X Shi - 2006 - Citeseer
The use of asset-based style analysis (ABS) in the context of hedge fund investments continues
to take hold within the industry. Many of the factors used in performing this analysis are …

[PDF][PDF] Diets of desert mule deer.

PR Krausman, AJ Kuenzi… - … /Journal of Range …, 1997 - journals.uair.arizona.edu
… 5% de la dieta. Los manejadores de pastizales de ambientcs dedrticos deben de esforzarse
… mantener las &as de forrajeo en forma productiva y con una diversidad tal de forraje, que …

[PDF][PDF] Developing a methodology for social life cycle assessment: The North American tomato's CSR case

C Benoit, J Parent, I Kuenzi… - … Conference on Life …, 2007 - userpage.fu-berlin.de
… analyse du cycle de vie est créé. Bernard Mazjin, professeur de l’Université de Gand y agit
en tant que président, secondé par Andrée-Lise Méthot, associée principale de Cycle Capital …

[HTML][HTML] The Joys and Challenges of Sixty-Five Years in Medicine: A Personal Perspective

DE Kuenzi - Missouri Medicine, 2019 - ncbi.nlm.nih.gov
Kuenzi to continue serving as a physician and seeing many remote areas. He is treating a …
Kuenzi, MD, is a retired general practitioner and MSMA member since 1956. He received the …

A longitudinal study of Sin Nombre virus prevalence in rodents, southeastern Arizona.

AJ Kuenzi, ML Morrison, DE Swann… - Emerging Infectious …, 1999 - ncbi.nlm.nih.gov
We determined the prevalence of Sin Nombre virus antibodies in small mammals in southeastern
Arizona. Of 1,234 rodents (from 13 species) captured each month from May through …