Man Numeric latest research

Latest Research

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

The Man AHL Academic Advisory Board met in July 2016 to discuss skewness.

Campbell Harvey, Sandy Rattray, Matthew Sargaison, Nick Granger, Gregory Bond, CFA

As attention turns to low volatility strategies after a period of market-beating performance, we analyse how skilled managers seek to fully exploit their benefits.

Jayendran Rajamony, PhD, CFA

We consider some of the complexities that belie smart beta’s simple definition, examining it from a practitioner's perspective.

Artemiza Woodgate, PhD, Jayendran Rajamony, PhD, CFA

Conventional wisdom may suggest that all quantitative managers are the same. But Robert argues that the devil is in the details.

Robert Furdak, CFA

Please update your browser

Unfortunately we no longer support Internet Explorer 8, 7 and older for security reasons.

Please update your browser to a later version and try to access our site again.

Many thanks.