Matthew Sargaison

Man AHL

Chief Investment Officer

Sugar Quay

Lower Thames Street

London, EC3R 6DU

Great Britain

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 6,373

SSRN RANKINGS

Top 6,373

in Total Papers Downloads

8,512

SSRN CITATIONS
Rank 34,248

SSRN RANKINGS

Top 34,248

in Total Papers Citations

9

CROSSREF CITATIONS

15

Scholarly Papers (3)

1.

The Best of Strategies for the Worst of Times: Can Portfolios be Crisis Proofed?

Number of pages: 26 Posted: 31 May 2019
Duke University - Fuqua School of Business, Man AHL, Man Group plc, Man AHL, Man Numeric and Man AHL
Downloads 4,367 (2,568)
Citation 3

Abstract:

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Crisis hedge, Crisis alpha, Recessions, Flight to quality, Drawdown, Downside risk, Portfolio protection, Portfolio hedging, Insurance, Put options, Option-based hedging, Portfolio insurance, Futures, Trend following, Momentum, Quality, Profitability, Gold, Positive convexity, Safe-haven investments

2.

The Impact of Volatility Targeting

Number of pages: 28 Posted: 17 May 2018 Last Revised: 11 Jul 2018
Duke University - Fuqua School of Business, Man AHL, Man AHL, Man Group plc, Man AHL and Man AHL
Downloads 2,364 (7,242)
Citation 20

Abstract:

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volatility, volatility targeting, balanced fund, risk parity, asset allocation, portfolio choice

3.

The Best Strategies for the Worst Crises

Number of pages: 23 Posted: 16 Jun 2017
Man AHL, Man AHL, Man AHL, Man Numeric and Man AHL
Downloads 1,781 (11,493)
Citation 2

Abstract:

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trend following, quality, momentum, crisis hedge, crisis alpha, futures, equities