Man Group Academic Research

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

Man Group 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 Best Strategies for Inflationary Times

Academic Research read 1 min
August 2021

The Best Strategies for Inflationary Times

Investors currently face the challenge of having little experience and no recent data to guide the repositioning of their portfolios in the face of heighted inflation risk. We provide some insight.

Recent

Strategic Execution Trajectories – Key Findings

Academic Research read & watch 12 min
July 2021

Strategic Execution Trajectories – Key Findings

In this video, Dr. Anthony Ledford and Fields Medal winner Professor Alessio Figalli discuss the key findings from their recent academic paper, Strategic Execution Trajectories, which discusses how to minimise transaction costs in trading.

Counting the Costs: Minimising Total Price Impact Over Sequences of Trades

Academic Research read 10 min
July 2021

Counting the Costs: Minimising Total Price Impact Over Sequences of Trades

Minimising transaction costs is important for best execution. While existing research minimises the cost of a single trade, our results optimise the combined execution cost of two sequential orders.

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.

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 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.

Archive

The Best of Strategies for the Worst of Times

Academic Research read 4 min
July 2019

The Best of Strategies for the Worst of Times

What steps can an investor take to mitigate the impact of a large equity correction?

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?

The Impact of Volatility Targeting

Academic Research read 4 min
May 2018

The Impact of Volatility Targeting

Volatility targeting seeks to counter the fluctuations in volatility. It leads to leveraging a portfolio at times of low volatility.