Mikhail Samonov

Two Centuries Investments

38 benjamin rush lane

Princeton, NJ 08540

United States

SCHOLARLY PAPERS

4

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Top 3,195

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11,878

SSRN CITATIONS
Rank 29,399

SSRN RANKINGS

Top 29,399

in Total Papers Citations

8

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 5,720 (1,233)
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 5,627 (1,270)
Citation 22

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 385 (78,509)

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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 146 (206,005)

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Socially Responsible Investing, ESG, Portfoio Selection