Garrett Quigley

Global Systematic Investors LLP

Co-Chief Investment Officer

75 King William Street

London, EC4N 7BE

United Kingdom

http://www.gsillp.com

SCHOLARLY PAPERS

3

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CITATIONS
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SSRN RANKINGS

Top 17,369

in Total Papers Citations

19

Scholarly Papers (3)

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 2,073 (6,406)

Abstract:

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diversification, diversification premium, equity

A Simple Diversified Portfolio Strategy

Posted: 15 Nov 2014 Last Revised: 03 Jan 2017
Bernd Hanke and Garrett Quigley
Global Systematic Investors LLP and Global Systematic Investors LLP

Abstract:

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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 893 (24,877)
Citation 19

Abstract:

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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:

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Portfolio Management, equity strategies