Mikhail Samonov

Two Centuries Investments

38 benjamin rush lane

Princeton, NJ 08540

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 3,172

SSRN RANKINGS

Top 3,172

in Total Papers Downloads

12,595

SSRN CITATIONS
Rank 30,465

SSRN RANKINGS

Top 30,465

in Total Papers Citations

10

CROSSREF CITATIONS

15

Scholarly Papers (4)

1.

Two Centuries of Multi-Asset Momentum (Equities, Bonds, Currencies, Commodities, Sectors and Stocks)

Number of pages: 77 Posted: 20 May 2015 Last Revised: 11 May 2017
Christopher Geczy and Mikhail Samonov
University of Pennsylvania - The Wharton School, Finance Department and Two Centuries Investments
Downloads 6,174 (1,179)
Citation 8

Abstract:

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Price Momentum, Early Security Prices, Market States, Price Reversal, Currency, Commodity, Bonds

2.

Two Centuries of Price Return Momentum

Financial Analysts Journal, Vol. 72, No. 5 (September/October 2016)
Number of pages: 58 Posted: 12 Jul 2013 Last Revised: 04 Sep 2016
Christopher Geczy and Mikhail Samonov
University of Pennsylvania - The Wharton School, Finance Department and Two Centuries Investments
Downloads 5,769 (1,327)
Citation 24

Abstract:

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Price Momentum, Early Security Prices, Market States, Price Reversal, Hedging

3.

Two Centuries of Commodity Futures Premia: Momentum, Value and Basis

Number of pages: 28 Posted: 26 Feb 2019
Christopher Geczy and Mikhail Samonov
University of Pennsylvania - The Wharton School, Finance Department and Two Centuries Investments
Downloads 462 (67,447)

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Commodity Futures, Long-Run Research, Momentum, Value, Basis

4.

Efficient SRI/ESG Portfolios

Number of pages: 43 Posted: 30 Jul 2019
Christopher Geczy, John Guerard and Mikhail Samonov
University of Pennsylvania - The Wharton School, Finance Department, McKinley Capital Management, LLC and Two Centuries Investments
Downloads 190 (174,059)

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Socially Responsible Investing, ESG, Portfoio Selection