Bernd Hanke

Global Systematic Investors LLP

Co-Chief Investment Officer

45 King William Street

1st Floor

London, EC4R 9AN

United Kingdom

http://www.gsillp.com

SCHOLARLY PAPERS

2

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CITATIONS
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12

Scholarly Papers (2)

A Simple Diversified Portfolio Strategy

Forthcoming, Journal of Investment Management.
Number of pages: 24 Posted: 18 Dec 2013 Last Revised: 03 Jan 2017
Bernd Hanke and Garrett Quigley
Global Systematic Investors LLP and Global Systematic Investors LLP
Downloads 2,073 (6,403)

Abstract:

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diversification, diversification premium, equity

A Simple Diversified Portfolio Strategy

Posted: 15 Nov 2014 Last Revised: 03 Jan 2017
Bernd Hanke and Garrett Quigley
Global Systematic Investors LLP and Global Systematic Investors LLP

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diversification, diversification premium, equity

The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds

Review of Finance, Vol. 8, No. 1, pp. 19-47, 2004
Number of pages: 32 Posted: 18 Apr 2006 Last Revised: 20 Mar 2016
Elroy Dimson and Bernd Hanke
University of Cambridge - Judge Business School and Global Systematic Investors LLP
Downloads 206 (144,074)
Citation 11

Abstract:

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Liquidity, Asset Pricing