Riverbank House
2 Swan Lane
London, EC4R 3AD
United Kingdom
Man AHL
SSRN RANKINGS
in Total Papers Downloads
Value, carry, momentum, time-series, cross-section, Sharpe ratio, trading strategies, skew, commodities, FX, foreign exchange, equity, fixed income, interest rates, multiple testing
fixed weights, 60-40, drift weights, constant weights, rebalanced portfolio, rebalancing, negative skewness, negative skew, short straddle, negative gamma, momentum overlay, negative convexity
