Academic Research

Academic advisers and an academic advisory board make up part of Man Group’s DNA. Their research is fundamental to our success.

Academic Research

Academic advisers and an academic advisory board make up part of Man Group’s DNA. Their research is fundamental to our success.

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Featured

Quantifying Long-Term Market Impact

Academic Research read 1 min
February 2022

Quantifying Long-Term Market Impact

The easiest way to boost the alpha of a trading strategy is to reduce costs. What is the best way to do this when orders are correlated?

The End of the ESG Gold Rush?

Responsible Investment read 6 min
November 2021

The End of the ESG Gold Rush?

What does a wise crowd think about the potential for continued growth of the ESG movement?

Strategic Risk Management

A fresh approach to managing risk, in good, bad, and ugly market conditions.

By Campbell R. Harvey, Sandy Rattray and Otto Van Hemert.

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Recent

Reflections on Risk: Risk Targeting

Academic Research read & watch 1 min
June 2021

Reflections on Risk: Risk Targeting

The predictability of risk can help you make better portfolio decisions and mitigate drawdowns, argues Campbell R. Harvey.

What Works When Inflation Hits?

Academic Research read 8 min
May 2021

What Works When Inflation Hits?

How should investors reposition their portfolios in the face of heightened inflation risk?

ESG Investing

Academic Research read 27 min
March 2021

ESG Investing

London Business School Professor Alex Edmans joined Yale Professor Nicholas Barberis, Harvard Professor Neil Shephard and Duke Professor Campbell R. Harvey, along with practitioners from across Man Group, to discuss ESG investing.

ESG Investing - Luck Versus Skill? Duke University's Campbell R. Harvey Discusses

Podcasts read & listen 43 min
January 2021

ESG Investing - Luck Versus Skill? Duke University's Campbell R. Harvey Discusses

Jason Mitchell discusses luck versus skill in ESG investing with Duke University Professor Campbell R. Harvey.

ESG Investing: What Does the Research Say?

Responsible Investment read 76 min
December 2020

ESG Investing: What Does the Research Say?

A look at what the research – both from academics and practitioners – says on ESG investing.

The CIO Agenda: Strategic Risk Management

Podcasts read & watch 29 min
November 2020

The CIO Agenda: Strategic Risk Management

When markets sell off overnight as they did during the coronacrash, how can investors protect their portfolios? Focusing on the first quarter of 2020, Otto van Hemert explores why trend and quality-based strategies have proved resilient, and the rebalancing strategies that can help reduce the severity of drawdowns.

Drawdowns

Academic Research read 1 min
September 2020

Drawdowns

What type and size of drawdown should cause you to change an investment manager? We offer five main conclusions.

Unconventional Quant Summit 2020 - Session 3

Events read & watch 78 min
June 2020

Unconventional Quant Summit 2020 - Session 3

Professor Campbell R. Harvey discusses the mistakes investment allocators make; while Shanta Puchtler talks about the data on data.

Unconventional Quant Summit 2020 - Session 2

Events read & watch 80 min
June 2020

Unconventional Quant Summit 2020 - Session 2

What type and size of drawdowns should cause an investor to change an investment manager? And how should an investor perform operational due diligence on quant strategies?

Unconventional Quant Summit 2020 - Session 1

Events read & watch 80 min
June 2020

Unconventional Quant Summit 2020 - Session 1

Strategic rebalancing and the topic du jour: ‘quantamental’.

Strategic Rebalancing

Academic Research read 1 min
June 2020

Strategic Rebalancing

New research introduces a strategic rebalancing technique that could mitigate portfolio drawdowns.

How Research Into Past Crises Can Help Us Navigate the Current Market Conditions

Systematic read & watch 20 min
May 2020

How Research Into Past Crises Can Help Us Navigate the Current Market Conditions

Professor Campbell R. Harvey talks about two academic research papers – The Best of Strategies for the Worst of Times and Strategic Rebalancing – and how they can help investors navigate the current crisis.

Archive

Volatility Scaling's Impact on the Sharpe Ratio

Academic Research read 2 min
April 2019

Volatility Scaling's Impact on the Sharpe Ratio

When does volatility scaling improve the unconditional Sharpe ratio compared to a buy-and-hold position?

Crowding

Academic Research read 24 min
February 2019

Crowding

Crowding can be difficult to define, but its effects are important to understand - from alpha decay to increased tail risk.

Machine Learning in Investment Management

Academic Research read 8 min
November 2018

Machine Learning in Investment Management

Intelligent application of machine learning may have real potential to capture new and diversifying opportunities in markets.