The impact of volatility targeting
…, R Korgaonkar, S Rattray, M Sargaison… - Available at SSRN …, 2018 - papers.ssrn.com
Recent studies show that volatility-managed equity portfolios realize higher Sharpe ratios
than portfolios with a constant notional exposure. We show that this result only holds for “risk …
than portfolios with a constant notional exposure. We show that this result only holds for “risk …
The Best of Strategies for the Worst of Times: Can Portfolios Be Crisis Proofed?
…, E Hoyle, S Rattray, M Sargaison… - Available at SSRN …, 2019 - papers.ssrn.com
In the late stages of long bull markets, a popular question arises: What steps can an investor
take to mitigate the impact of the inevitable large equity correction? However, hedging …
take to mitigate the impact of the inevitable large equity correction? However, hedging …
[PDF][PDF] The University of Sheffield's TREC 2004 QA Experiments.
… – a maximum of (n−m)/2 terms from Britannica with a frequency greater than one, – web
terms with a frequency greater than one are then appended to the list until the maximum of n is …
terms with a frequency greater than one are then appended to the list until the maximum of n is …
Viral and toxoplasma gondii infections in children after liver transplantation.
A Salt, G Sutehall, M Sargaison, C Woodward… - Journal of clinical …, 1990 - jcp.bmj.com
The incidence and morbidity of viral and Toxoplasma gondii infections were studied in 40
children who underwent liver transplantation between December 1983 and February 1988. …
children who underwent liver transplantation between December 1983 and February 1988. …
The best strategies for the worst crises
M Cook, E Hoyle, M Sargaison, D Taylor… - Available at SSRN …, 2017 - papers.ssrn.com
Hedging equity portfolios against the risk of large drawdowns is notoriously difficult and
expensive. Holding, and continuously rolling, at-the-money put options on the S&P 500 is a very …
expensive. Holding, and continuously rolling, at-the-money put options on the S&P 500 is a very …
[HTML][HTML] The Man AHL Academic Advisory Board met to discuss skewness.
… These distinguished academics were joined by Matthew Sargaison, Chief Investment
Officer of Man AHL, Nick Granger, former Portfolio Manager of Dimension, Co-head of …
Officer of Man AHL, Nick Granger, former Portfolio Manager of Dimension, Co-head of …
[HTML][HTML] Overfitting and Its Impact on the Investor
CR Harvey - man.com
… NS: If I'm trading with a Sharpe of one, and I think my overfitting/ model error consensus
Sharpe is ±0.2, then as a professional I would be surprised if I didn't achieve 0.8 in trading, but I …
Sharpe is ±0.2, then as a professional I would be surprised if I didn't achieve 0.8 in trading, but I …
[CITATION][C] A study of Epstein-Barr virus infections in heart and heart and lung transplant recipients.
TG Wreghitt, M Sargaison, G Sutehall… - Transplantation …, 1989 - europepmc.org
A study of Epstein-Barr virus infections in heart and heart and lung transplant recipients. -
Abstract - Europe PMC Sign in | Create an account https://orcid.org Europe PMC Menu About …
Abstract - Europe PMC Sign in | Create an account https://orcid.org Europe PMC Menu About …
Smoking in an Inpatient Psychiatric Unit in Ireland with a “Tobacco Free Campus” policy: the prevalence, the associated factors, the social consequences and what …
K Srikumar, A Adam, F Sargaison, M O'Grady - European Psychiatry, 2023 - cambridge.org
IntroductionSmoking is highly prevalent in patients with mental health disorders and
although most literature describes the physical health impact of smoking, there is little which …
although most literature describes the physical health impact of smoking, there is little which …
[CITATION][C] Growing Old in Common Lodgings: A Survey of Elderly Men and Their Living Conditions in Belfast Common Lodging Houses
EM Sargaison - 1954 - Nuffield Provincial Hospitals Trust