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

The CIO Agenda: Strategic Risk Management

Views 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, Sandy Rattray and Otto van Hemert explore 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.

Recent

Unconventional Quant Summit – Session 2

Events read & watch 80 min
June 2020

Unconventional Quant Summit – 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 – Session 1

Events read & watch 80 min
June 2020

Unconventional Quant Summit – Session 1

Sandy Rattray talks strategic rebalancing, while Paul Chambers sheds a light on 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.

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?

Archive

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.

The Best Strategies for the Worst Crises

Academic Research read 5 min
June 2017

The Best Strategies for the Worst Crises

We investigate two dynamic strategies that, in contrast to these passive investments, appear to have generated positive performance both in the long-run and particularly so during historical crises.

Man vs. Machine: Comparing Discretionary and Systematic Hedge Fund Performance

Academic Research read 1 min
December 2016

Man vs. Machine: Comparing Discretionary and Systematic Hedge Fund Performance

Using data from 1996 to 2014, we investigate misconceptions regarding the performance of discretionary and systematic hedge funds.