Sandy Rattray

Man vs. Machine: Comparing Discretionary and Systematic Hedge Fund Performance

Campbell R. Harvey, Campbell R. Harvey, Sandy Rattray, 2017 .

The Impact of Volatility Targeting

Edward Hoyle, Campbell R. Harvey, Campbell R. Harvey, 2018, The Journal of Portfolio Management.

Dissecting Investment Strategies in the Cross Section and Time Series

Campbell R. Harvey, Jamil Baz, Campbell R. Harvey, 2015 .