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Quantitative Finance Volume 22, 2022 - Issue 11
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When do systematic strategies decay?

Antoine Falck† Capital Fund Management Inc., The Chrysler Building, 405 Lexington Avenue – 55th Fl., New York, NY10174, USAORCID Iconhttps://orcid.org/0000-0002-4551-8095
ORCID Icon,
Adam Rej† Capital Fund Management Inc., The Chrysler Building, 405 Lexington Avenue – 55th Fl., New York, NY10174, USA
&
David Thesmar† Capital Fund Management Inc., The Chrysler Building, 405 Lexington Avenue – 55th Fl., New York, NY10174, USA;‡ MIT, NBER & CEPR, Cambridge, MA, USACorrespondence[email protected]
Pages 1955-1969 | Received 30 Jun 2021, Accepted 29 Jun 2022, Published online: 08 Aug 2022

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