Ben Human

Sarasin & Partners

SCHOLARLY PAPERS

2

DOWNLOADS

849

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Equally Diversified or Equally Weighted?

Number of pages: 22 Posted: 09 Jul 2020
Università del Piemonte Orientale Dipartimento di Studi per l'Economia e l'Impresa, Qatar Investment Authority, Sarasin & Partners LLP and Sarasin & Partners
Downloads 474 (78,715)

Abstract:

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Diversification Measure, Portfolio Allocation, Risk Contribution, Euler decomposition

2.

Idiosyncratic Momentum in Commodity Futures

Number of pages: 24 Posted: 13 Sep 2017
Iuliia Shpak, Ben Human and Andrea Nardon
Sarasin & Partners LLP, Sarasin & Partners and Sarasin & Partners LLP
Downloads 375 (103,480)

Abstract:

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momentum, risk premium, idiosyncratic return, commodity futures, equity markets, factor investing