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Nicolas M. Granger

Man AHL

Portfolio Manager

Riverbank House

2 Swan Lane

London, EC4R 3AD

United Kingdom

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Rebalancing Risk

Number of pages: 34 Posted: 30 Aug 2014 Last Revised: 04 Oct 2014

Nicolas M. Granger, Douglas Greenig, Campbell R. Harvey, Sandy Rattray and David Zou

Man AHL, Independent, Duke University - Fuqua School of Business, Man AHL and Man - AHL

Downloads 2,849 (1,943)

Abstract:

2.

Dissecting Investment Strategies in the Cross Section and Time Series

Number of pages: 31 Posted: 24 Nov 2015 Last Revised: 07 Dec 2015

Jamil Baz, Nicolas M. Granger, Campbell R. Harvey, Nicolas Le Roux and Sandy Rattray

Man Group, Man AHL, Duke University - Fuqua School of Business, Pimco Europe and Man AHL

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Abstract:

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