Alexander Swade

Lancaster University - Department of Accounting and Finance

PhD Candidate

Lancaster, Lancashire LA1 4YX

United Kingdom

Robeco Quantitative Investments

Weena 850

Rotterdam, 3011 AG

Netherlands

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 49,386

in Total Papers Downloads

1,408

SSRN CITATIONS

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Scholarly Papers (4)

1.

Investing Through a Macro Factor Lens

Risk & Reward, 2020, 4th issue, pp. 26-34
Number of pages: 11 Posted: 08 Feb 2021
Robeco Quantitative Investments, affiliation not provided to SSRN, Invesco, Lancaster University - Department of Accounting and Finance, Invesco and affiliation not provided to SSRN
Downloads 909 (38,640)

Abstract:

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Macro Factors, Factor Investing, Diversification, Factor Completion

2.

Why Do Equally Weighted Portfolios Beat Value-Weighted Ones?

Journal of Portfolio Management, Forthcoming
Number of pages: 26 Posted: 22 Nov 2022
Lancaster University - Department of Accounting and Finance, Lancaster University Management School, Lancaster University - Department of Accounting and Finance and Robeco Quantitative Investments
Downloads 457 (94,481)

Abstract:

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Equal-weighting, factor models, size, value, momentum

3.

Managerial Behavior in Fund Tournaments—The Impact of TrueSkill

Journal of Asset Management, Vol. 22(1), pp. 62-75
Number of pages: 34 Posted: 29 Mar 2021
Alexander Swade, Gerrit Köchling and Peter N. Posch
Lancaster University - Department of Accounting and Finance, TU Dortmund University and TU Dortmund University
Downloads 42 (590,497)

Abstract:

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Fund tournament, Skill, Risk-shifting, TrueSkill, Bayesian network

4.

Macro Factor Investing with Style

Journal of Portfolio Management, 2022 Quantitative Special Issue, forthcoming
Posted: 28 Sep 2021 Last Revised: 08 Feb 2022
Lancaster University - Department of Accounting and Finance, Robeco Quantitative Investments, Lancaster University - Department of Accounting and Finance, Lancaster University Management School, affiliation not provided to SSRN and Invesco

Abstract:

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Macro Factors, Factor Investing, Diversification, Factor Completion