Philip Seager

Capital Fund Management

23 rue de l'Université

Paris, 75007

France

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 25,099

SSRN RANKINGS

Top 25,099

in Total Papers Downloads

2,125

SSRN CITATIONS

3

CROSSREF CITATIONS

6

Scholarly Papers (5)

1.

Risk Premia: Asymmetric Tail Risks and Excess Returns

Number of pages: 25 Posted: 30 Sep 2014
Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management and Capital Fund Management
Downloads 1,041 (23,209)
Citation 7

Abstract:

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Risk Premium, skewness, equity, carry trade

2.

Black Was Right: Price Is Within a Factor 2 of Value

Number of pages: 9 Posted: 16 Nov 2017 Last Revised: 19 Nov 2017
Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management and Capital Fund Management
Downloads 695 (40,907)
Citation 2

Abstract:

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Trend Following, Mean-Reversion, Market Anomalies, Behavioral Biases

3.

Agnostic Risk Parity: Taming Known and Unknown-Unknowns

Number of pages: 12 Posted: 29 Oct 2016
Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management and Capital Fund Management
Downloads 324 (104,224)
Citation 1

Abstract:

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Quantitative Portfolio Management, Portfolio Construction, Asset Allocation, Risk Parity, Risk Budgeting, Diversification, Markowitz, Alternative Beta

4.

The Case for Long-Only Agnostic Allocation Portfolios

Number of pages: 20 Posted: 20 Jun 2019
Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management and Capital Fund Management
Downloads 65 (379,872)

Abstract:

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portfolio construction, minimum variance, maximum diversification, sparsity

5.

Is ESG an Equity Factor or Just an Investment Guide?

https://joi.pm-research.com/content/28/2/32
Posted: 24 Jul 2018
Capital Fund Management, Capital Fund Management, Capital Fund Management and Capital Fund Management

Abstract:

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ESG ratings, Quantitative Asset Management, Equity market neutral, Risk premia