Man Numeric latest research

Latest Research

In the context of the risks around China's A-Share market, active managers may be well-placed to add value.

Mickael Nouvellon, CFA, Ori Ben-Akiva

How the quantitative mapping of corporate ‘fundamental networks’ can give a more refined framework for understanding companies.

Charles Liu, Ed Fang, PhD, CFA

Overcoming the impact of market movement in analysis of equity valuations.

Jayendran Rajamony, PhD, CFA

Building on previous analysis about the impact of 'smart beta' factors on active investment managers, we extend our analysis to ask broader questions across a wider universe.

Robert Furdak, CFA, Jayendran Rajamony, PhD, CFA, Ethan Gao

As outflows continue from active equity to passive and smart beta approaches, we analyze data on major institutional investors in the US to understand the key drivers of this shift.

Daniel Taylor, CFA, Ethan Gao

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.

Edward Hoyle, Matthew Sargaison, Daniel Taylor, CFA, Otto van Hemert

How the rise of 'smart beta' strategies offer insight into the real drivers of active manager alpha.

Robert Furdak, CFA, Jayendran Rajamony, PhD, CFA, Ethan Gao

Investors must beware of the increasingly cited 'correlations' across global markets, which risk mistaking coincidence for persistent patterns.

Shanta Puchtler, CFA

Value investing may be a hedge to a rising interest rate environment.

Daniel Taylor, CFA

Emerging market small cap equities may potentially offer compelling opportunities for investors.

Ori Ben-Akiva

Careful consideration of how factors are constructed, adjusted for biases, and combined could affect investment outcomes significantly.

Robert Furdak, CFA, Shicong Wang, Jeremy Wee, CFA

Is it possible to capture the low volatility anomaly while avoiding crowded trades and overvaluation?

Jayendran Rajamony, PhD, CFA

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