Philippe Declerck

HSBC Global Asset Management

78 St. James's Street

London, London SW1A 1EJ

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

1,029

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Multi-Asset Style Factors Have Their Shining Moments

Number of pages: 43 Posted: 05 Sep 2019 Last Revised: 05 Nov 2019
Benoit Bellone, Philippe Declerck, Mounir Nordine and Thomas Vy
Independent, HSBC Global Asset Management, HSBC Global Asset Management and HSBC Global Asset Management
Downloads 542 (74,087)

Abstract:

Loading...

risk premia, regimes

2.

Trend-Following and Spillover Effects

Number of pages: 39 Posted: 31 Oct 2019
Philippe Declerck
HSBC Global Asset Management
Downloads 223 (195,439)
Citation 1

Abstract:

Loading...

spillover, trend following, trends

3.

Do Equities Spill Over to Currencies?

Number of pages: 23 Posted: 27 Jan 2021
Philippe Declerck
HSBC Global Asset Management
Downloads 193 (222,055)

Abstract:

Loading...

cross-momentum, cross-sectional momentum, spillover

4.

Deep Value Portfolios: A Long Only Implementation

Number of pages: 24 Posted: 18 Feb 2021
Philippe Declerck
HSBC Global Asset Management
Downloads 71 (451,386)

Abstract:

Loading...

deep value