Andrea Nardon

Sarasin & Partners LLP

Head of Quant

No Address Available

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 27,591

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Top 27,591

in Total Papers Downloads

1,995

SSRN CITATIONS

0

CROSSREF CITATIONS

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Scholarly Papers (4)

1.

Portfolio Rebalancing: A Stable Source of Alpha?

Number of pages: 13 Posted: 23 Jan 2013
John Kiskiras and Andrea Nardon
Independent and Sarasin & Partners LLP
Downloads 1,376 (14,729)

Abstract:

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rebalancing bonus, mean-reversion, portfolio rebalancing

2.

Idiosyncratic Momentum in Commodity Futures

Number of pages: 24 Posted: 13 Sep 2017
Iuliia Shpak, Ben Human and Andrea Nardon
Sarasin & Partners LLP, Sarasin & Partners and Sarasin & Partners LLP
Downloads 296 (111,347)

Abstract:

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momentum, risk premium, idiosyncratic return, commodity futures, equity markets, factor investing

3.

An Overview of Systematic Allocations

Number of pages: 15 Posted: 25 Sep 2013 Last Revised: 07 Oct 2013
John Kiskiras and Andrea Nardon
Independent and Sarasin & Partners LLP
Downloads 175 (185,736)

Abstract:

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Systematic Allocations, Smart Beta, Risk Parity, Diversification

4.

Equally Diversified or Equally Weighted?

Number of pages: 22
Università del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa, Qatar Investment Authority, Sarasin & Partners LLP and Sarasin & Partners
Downloads 148

Abstract:

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Diversification Measure, Portfolio Allocation, Risk Contribution, Euler decomposition