Dan Taylor

Man Numeric

Co-Chief Investment Officer

200 Pier Four Blvd

5th Fl

Boston, MA 02210

United States

  • Man Numeric

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    • Tel: 617-897-7800
SCHOLARLY PAPERS

2

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Top 6,948

in Total Papers Downloads

11,147

SSRN CITATIONS

6

CROSSREF CITATIONS

4

Scholarly Papers (2)

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1.

The Best of Strategies for the Worst of Times: Can Portfolios be Crisis Proofed?

Number of pages: 26 Posted: 31 May 2019
Campbell R. Harvey, Edward Hoyle, Sandy Rattray, Matthew Sargaison, Dan Taylor and Otto Van Hemert
Duke University - Fuqua School of Business, Man AHL, Man Group plc, Man AHL, Man Numeric and Man AHL
Downloads 8,889 (1,172)
Citation 8

Abstract:

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Crisis hedge, Crisis alpha, Recessions, Flight to quality, Drawdown, Downside risk, Portfolio protection, Portfolio hedging, Insurance, Put options, Option-based hedging, Portfolio insurance, Futures, Trend following, Momentum, Quality, Profitability, Gold, Positive convexity, Safe-haven investments

2.

The Best Strategies for the Worst Crises

Number of pages: 23 Posted: 16 Jun 2017
Michael Cook, Edward Hoyle, Matthew Sargaison, Dan Taylor and Otto Van Hemert
Man AHL, Man AHL, Man AHL, Man Numeric and Man AHL
Downloads 2,258 (11,631)
Citation 2

Abstract:

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trend following, quality, momentum, crisis hedge, crisis alpha, futures, equities