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Trend following with managed futures the search for crisis alpha By Alex Greyserman, Kathryn Kaminski
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Trend Following with Managed Futures: The Search for Crisis Alpha

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About the Author

Kathryn Kaminski is a Visiting Lecturer in Finance at the MIT Sloan School of Management. Kathryn is currently a Visiting Assistant Professor in the area of finance at the Stockholm School of Economics. She has also been a post-doctoral research fellow at the Swedish Institute for Financial Research in investor decision making, behavioral finance, financial planning, and portfolio management. Kaminski holds a BS in electrical engineering and a PhD in operations Research from MIT.