Matthew Sargaison

Man AHL

Chief Investment Officer

Sugar Quay

Lower Thames Street

London, EC3R 6DU

Great Britain

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 3,667

SSRN RANKINGS

Top 3,667

in Total Papers Downloads

18,664

SSRN CITATIONS
Rank 26,302

SSRN RANKINGS

Top 26,302

in Total Papers Citations

28

CROSSREF CITATIONS

16

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 9,206 (1,193)
Citation 8

Abstract:

Loading...

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 7,127 (1,861)
Citation 20

Abstract:

Loading...

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 2,331 (11,868)
Citation 2

Abstract:

Loading...

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