The sophisticated and the simple: The profitability of contrarian strategies from a Portfolio Manager's perspective

D Giamouridis, C Montagu - European Financial Management, 2014 - Wiley Online Library
Valuation signals have been among the most popular between equity portfolio managers.
Given the large variation of techniques and theories with regard to how value is measured, …

Risk reduction in style rotation

…, D Giamouridis, C Montagu - Journal of Portfolio …, 2012 - search.proquest.com
Dupleich Ulloa, Giamouridis, and Montagu investigate the potential improvement in the
implementation of style rotation strategies by techniques addressing estimation errors. They …

Inferring the value of intangible assets

G Angelopoulos, D Giamouridis… - Available at SSRN …, 2012 - papers.ssrn.com
This paper develops a novel framework for characterizing firms with respect to their intangible
assets and investigates their impact on market valuations and operating performance. Our …

Factors affecting the enhancement of oxidative stress tolerance in transgenic tobacco overexpressing manganese superoxide dismutase in the chloroplasts

…, K Capiau, W Van Camp, M Van Montagu… - Plant …, 1995 - academic.oup.com
Two varieties of tobacco (Nicotiana tabacum var PBD6 and var SR1) were used to generate
transgenic lines overexpressing Mn-superoxide dismutase (MnSOD) in the chloroplasts. …

Low Risk Anomaly Everywhere-Evidence from Equity Sectors

RL Carvalho, M Zakaria, L Xiao… - Available at SSRN …, 2014 - papers.ssrn.com
We give strong empirical evidence of a risk anomaly in equity sectors in a number of regions
and countries of developed and emerging markets, with the lowest risk stocks in each …

The information content of cross-market deviations in option prices and credit default swap spreads

G Angelopoulos, D Giamouridis… - Available at SSRN …, 2013 - papers.ssrn.com
… Manolis Liodakis is acknowledged for his constructive feedback as well as David Bieber,
Matt King, Helen Krause, Chris Montagu, and Rahul Jalan for helpful discussions on practical …

[BOOK][B] Court and Society from Elizabeth to Anne, 2: Edited from the Papers at Kimbolton, in Two Volumes

H Montagu - 1864 - books.google.com
… I have seen as well Charles as James Erby, and Christopher Montagu; I have been asked
ten thousand questions, and gave them the news of my Lord Mandeville being to arrive at …

[PDF][PDF] Europe:“The Light at the End of the Tunnel Is Still Two or Three Years Away.”

W Buiter - Citi GPS: Global Perspectives and Solutions, 2013 - willembuiter.com
Balance sheet obstacles to sustained domestic demand growth mean that the euro area (ie
countries in the EU which have adopted the euro as their currency)—and most of the rest of …

[CITATION][C] Risk Reduction in Style Rotation

R Dupleich, D Giamouridis, C Montagu - 2010

[CITATION][C] Citi Global Risk Attribute Model (GRAM): Version 2.0

C Montagu - Citi Research, September, 2013