10 Chiswell Street
London, EC1Y 4UQ
United Kingdom
http://www.adgcapital.co.uk
ADG Capital Management LLP
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Factor Investing, Risk Factor, Factor Risk Premium, Dynamic Risk Allocation, Style Timing, Style Rotation, Momentum, Value, Carry, Trend-following, Transaction Costs, Risk Parity, Bayesian Shrinkage, Alpha-beta Separation, Equity Indices, Bonds, Currencies, Commodities
Factor Optimization, Risk Factor, Factor Portfolio, Alpha Factor, Portfolio Constraints, Asset Constraints, Quadratic Programming, Tracking Error, Black-Litterman Model, Consistent Investment Approach
turnover, portfolio, trading speed, trading activity, trading intensity, trading frequency, trading strategy, principal trading directions, trading dimensions, principal component analysis, entropy, volatility, Euclidian distance
Active Investment, Alpha-beta Separation, Arbitrage, Efficient Market, Fund Classification, Information Processing System, Investment Skill, Investment Process, Mispricing, Risk Premia
Ambiguity Aversion, Ambiguity Premium, Uncertainty, Patience Premium, Risk Premia, Investment Strategy, Expected Return
entropy, eigenvalues, matrix dimensionality, effective dimensionality, effective number of trading dimensions, systemic risk, Schur convexity, majorization
Systematic, discretionary, key person, investment manager, trade