Farouk Jivraj

Barclays Investment Bank

5 The North Colonnade

London, Canary Wharf E14 4BB

United Kingdom

Imperial College Business School

Visiting Researcher

South Kensington campus

London, SW7 2AZ

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

5,511

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

CAPE and the COVID-19 Pandemic Effect

Number of pages: 18 Posted: 19 Oct 2020 Last Revised: 22 Aug 2021
Robert J. Shiller, Laurence Black and Farouk Jivraj
Yale University - Cowles Foundation, The Index Standard and Barclays Investment Bank
Downloads 3,697 (3,530)

Abstract:

Loading...

2.

The Many Colours of CAPE

Yale ICF Working Paper No. 2018-22
Number of pages: 25 Posted: 10 Dec 2018
Farouk Jivraj and Robert J. Shiller
Barclays Investment Bank and Yale University - Cowles Foundation
Downloads 739 (43,207)
Citation 2

Abstract:

Loading...

valuation, earnings, CAPE

3.

Systematic 13F Hedge Fund Alpha

Number of pages: 39 Posted: 15 Nov 2019 Last Revised: 26 Dec 2019
Luca Angelini, Mobeen Iqbal and Farouk Jivraj
Novus Partners, Inc., BlackRock, Inc and Barclays Investment Bank
Downloads 538 (65,122)

Abstract:

Loading...

13F trading strategies, hedge fund holdings, hedge fund alpha, systematic trading strategies

4.

Equity Multi-Factor Approaches: Sum of Factors vs. Multi-Factor Ranking

Barclays Investment Strategies (QIS) Group (2016)
Number of pages: 21 Posted: 05 Nov 2018 Last Revised: 26 Dec 2019
Barclays Investment Bank, Barclays Investment Bank, Barclays Investment Bank and Barclays Investment Bank
Downloads 283 (136,068)

Abstract:

Loading...

smart beta; factors; portfolio construction

5.

Quality in the Selection of REITs

Number of pages: 16 Posted: 16 May 2019
Colony Capital, Inc., Colony Capital, Inc., Barclays Investment Bank and Barclays Investment Bank
Downloads 151 (243,004)

Abstract:

Loading...

Real Estate Investment Trusts (REITs), Quality Factor, Smart Beta

6.

Stock-Bond Correlation and Out-of-Sample Portfolio Performance Using Analyst Forecasts

Number of pages: 53 Posted: 18 Mar 2012 Last Revised: 19 May 2017
Farouk Jivraj
Barclays Investment Bank
Downloads 103 (322,511)

Abstract:

Loading...

stock-bond asset allocation, correlation predictability, analyst forecasts

Other Papers (1)

Total Downloads: 33
1.

Stock-Bond Correlation and Out-of-Sample Portfolio Performance Using Analyst Forecasts

Number of pages: 52 Posted: 12 Jun 2012
Farouk Jivraj
Barclays Investment Bank
Downloads 33

Abstract:

Loading...

stock-bond asset allocation, correlation predictability, analyst forecasts