Meet the Manager: Michael Turner, FRM

PortfolioConstruction Forum | 23 February 2012

The prevailing expectation is that we’re in for a period of lower returns and significant volatility.  In this exclusive interview, FRM's Head of Quantitative Research & Analysis, Michael Turner, discusses how a CTA capability can benefit portfolios in such an environment. We also look at what a CTA fund is and how CTA manager's generate returns.

PortfolioConstruction Forum’s M...