Garrett Quigley

Global Systematic Investors LLP

Co-Chief Investment Officer

75 King William Street

London, EC4N 7BE

United Kingdom

http://www.gsillp.com

  • Global Systematic Investors LLP

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 18,996

SSRN RANKINGS

Top 18,996

in Total Papers Downloads

3,089

SSRN CITATIONS

7

CROSSREF CITATIONS

2

Scholarly Papers (3)

Actions:
Email selected abstracts
1.

A Simple Diversified Portfolio Strategy

Downloads 2,155 ( 8,030)

A Simple Diversified Portfolio Strategy

Forthcoming, Journal of Investment Management.
Number of pages: 24 Posted: 18 Dec 2013 Last Revised: 03 Jan 2017
Bernd Hanke and Garrett Quigley
Global Systematic Investors LLP and Global Systematic Investors LLP
Downloads 2,155 (7,880)

Abstract:

Loading...

diversification, diversification premium, equity

A Simple Diversified Portfolio Strategy

Posted: 15 Nov 2014 Last Revised: 13 May 2020
Bernd Hanke and Garrett Quigley
Global Systematic Investors LLP and Global Systematic Investors LLP

Abstract:

Loading...

diversification, diversification premium, equity

2.

Capturing the Value Premium in the U.K. 1955-2001

Number of pages: 27 Posted: 12 Mar 2003
Elroy Dimson, Stefan Nagel and Garrett Quigley
University of Cambridge - Judge Business School, University of Chicago - Booth School of Business and Global Systematic Investors LLP
Downloads 934 (29,177)
Citation 10

Abstract:

Loading...

Value Premium, Book-to-Market, Trading Cost

3.

Capturing the Value Premium in the United Kingdom

Financial Analysts Journal, Vol. 59, No. 6, pp. 35-45, November/December 2003
Posted: 25 Jan 2004 Last Revised: 07 Oct 2011
Elroy Dimson, Stefan Nagel and Garrett Quigley
University of Cambridge - Judge Business School, University of Chicago - Booth School of Business and Global Systematic Investors LLP

Abstract:

Loading...

Portfolio Management, equity strategies

Other Papers (1)

Total Downloads: 3
Actions:
Email selected abstracts
1.

The Diversification Factor in Mutual Fund Returns

Number of pages: 27 Posted: 18 Aug 2017
Bernd Hanke, Aneel Keswani, Garrett Quigley, David Stolin and Maxim Zagonov
Global Systematic Investors LLP, Faculty of Finance, Cass Business School, City University, London, Global Systematic Investors LLP, Toulouse Business School - Economics and Finance and Toulouse Business School, Université de Toulouse
Downloads 3

Abstract:

Loading...

mutual funds, factor models, diversification return