Jamil Baz

Man Group

Chief Investment Strategist

Sugar Quay

Lower Thames Street

London, EC3R 6DU

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 6,726

SSRN RANKINGS

Top 6,726

in Total Papers Downloads

6,096

CITATIONS

0

Scholarly Papers (3)

1.

Dissecting Investment Strategies in the Cross Section and Time Series

Number of pages: 31 Posted: 24 Nov 2015 Last Revised: 07 Dec 2015
Man Group, Man AHL, Duke University - Fuqua School of Business, Pimco Europe and Man AHL
Downloads 5,674 (1,087)

Abstract:

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Value, carry, momentum, time-series, cross-section, Sharpe ratio, trading strategies, skew, commodities, FX, foreign exchange, equity, fixed income, interest rates, multiple testing

2.

Equity Trading: The Trouble with Value

Number of pages: 16 Posted: 09 Dec 2015 Last Revised: 17 Dec 2015
Jamil Baz and Nicolas Le Roux
Man Group and Pimco Europe
Downloads 262 (108,108)

Abstract:

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Value, Equity, Valuation, Cross-Section, Time-Series, Fed Policy, Overvaluation, Dividend Yield, PE, Tobin's Q

3.

Something for Nothing: Probability Measures, Expected Returns and a Pricing Puzzle

Number of pages: 14 Posted: 01 Dec 2015 Last Revised: 09 May 2016
Man Group, Man Group and Pimco Europe
Downloads 160 (172,434)

Abstract:

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Options, Black-Scholes, Derivatives, CAPM