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

Unconventional Quant Summit – Session 1

Events 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.

Recent

You’re Fired! When Do You Sack the Fund Manager?

Academic Research read 10 min
May 2020

You’re Fired! When Do You Sack the Fund Manager?

Sacking a fund manager is costly and complex. So, what type and size of drawdown should cause you to risk changing a fund manager?

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 Best Strategies for the Worst Crises

Academic Research read 4 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.

Trend Following: Equity and Bond Crisis Alpha

Academic Research read 4 min
September 2016

Trend Following: Equity and Bond Crisis Alpha

We study trend-following strategies and show how they exhibit crisis-alpha properties for equities as well as for bonds.