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Philip Seager

Capital Fund Management

23 rue de l'Université

Paris, 75007

France

  • Capital Fund Management

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 29,363

SSRN RANKINGS

Top 29,363

in Total Papers Downloads

4,307

TOTAL CITATIONS

17

Scholarly Papers (5)

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1.

Risk Premia: Asymmetric Tail Risks and Excess Returns

Number of pages: 25 Posted: 30 Sep 2014
Yves Lemperiere, Cyril Deremble, Trung-Tu Nguyen, Philip Seager, Marc Potters, Marc Potters and Jean-Philippe Bouchaud
Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund ManagementCapital Fund Management and Capital Fund Management
Downloads 1,786 (24,116)
Citation 7

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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
Jean-Philippe Bouchaud, Stefano Ciliberti, Yves Lemperiere, Adam Majewski, Philip Seager and Kevin Sin Ronia
Capital Fund Management, University of Pisa, Capital Fund Management, Capital Fund Management, Capital Fund Management and Capital Fund Management
Downloads 1,139 (47,086)
Citation 7

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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
Raphael Benichou, Yves Lemperiere, Emmanuel Sérié, Julien Kockelkoren, Philip Seager, Jean-Philippe Bouchaud, Marc Potters and Marc Potters
Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management, Capital Fund Management and Capital Fund ManagementCapital Fund Management
Downloads 1,081 (51,217)
Citation 2

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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
Pierre-Alain Reigneron, Vincent Nguyen, Stefano Ciliberti, Philip Seager and Jean-Philippe Bouchaud
Capital Fund Management, Capital Fund Management, University of Pisa, Capital Fund Management and Capital Fund Management
Downloads 301 (252,268)
Citation 1

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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
André Breedt, Stefano Ciliberti, Stanislao Gualdi and Philip Seager
Capital Fund Management, University of Pisa, Capital Fund Management and Capital Fund Management

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