Man Group Academic Research

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.

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.

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.

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.

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.

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