Chris H. Montagu

Citi Investment Research

33 Canada Square

Canary Wharf

London, E14 5LB

United Kingdom

  • Citi Investment Research

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Scholarly Papers (2)

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1.

The Sophisticated and the Simple: The Profitability of Contrarian Strategies from a Portfolio Manager’s Perspective

European Financial Management, Forthcoming
Number of pages: 44 Posted: 09 Jul 2010 Last Revised: 03 Oct 2013
Daniel Giamouridis and Chris H. Montagu
Bank of America - Bank of America Merrill Lynch and Citi Investment Research
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Capital markets, Valuation, Market efficiency, Portfolio Strategies

2.

Risk Reduction in Style Rotation

Journal of Portfolio Management, Vol. 38, No. 2, pp. 44-55, Winter 2012
Posted: 09 Jul 2010 Last Revised: 12 Feb 2013
Martos Rodrigo Dupleich Ulloa, Daniel Giamouridis and Chris H. Montagu
Independent, Bank of America - Bank of America Merrill Lynch and Citi Investment Research

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Style Rotation, Equity Portfolio Strategies, Portfolio Construction