Philip Seager

Identifiers

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Papers (5)

1. The Case for Long-Only Agnostic Allocation Portfolios q-fin.PM · 2019 · author #4
2. How should you discount your backtest PnL? q-fin.ST · 2019 · author #2
3. Trends and Risk Premia: Update and Additional Plots q-fin.PM · 2017 · author #5
4. You are in a drawdown. When should you start worrying? q-fin.PM · 2017 · author #2
5. Agnostic Risk Parity: Taming Known and Unknown-Unknowns q-fin.PM · 2016 · author #5

Mentions

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Frequent Coauthors

• Jean-Philippe Bouchaud 5 shared papers
• Adam Rej 2 shared papers
• Yves Lemp\'eri\`ere 2 shared papers
• Daniel Hoehener 1 shared papers
• Emmanuel S\'eri\'e 1 shared papers
• Julien Kockelkoren 1 shared papers
• Marc Potters 1 shared papers
• Pierre-Alain Reigneron 1 shared papers
• Raphael Benichou 1 shared papers
• Stefano Ciliberti 1 shared papers
• Trung-Tu Nguyen 1 shared papers
• Tung-Lam Dao 1 shared papers
• Vincent Nguyen 1 shared papers