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A Century of Asset Allocation Crash Risk

Online Appendix for "A Century of Asset Allocation Crash Risk" (pdf)Download

About the publication

https://link.springer.com/article/10.1057/s41260-024-00355-2


 Samonov, Mikhail, and Nonna Sorokina. "A century of asset allocation crash risk." Journal of Asset Management (2024): 1-24. 

Mikhail Samonov

Mikhail Samonov

This paper was inspired by my co-author, Mikhail Samonov. Mikhail is the CEO and lead portfolio manager of Two Centuries Investments. In prior roles he managed >$5 billion in systematic equities and over $1 billion in multi-asset and alternative factor strategies. He is a published author and sought after speaker on topics including factor investing, quantitative innovation, sustainable investing, and asset allocation. His work has been cited by leading financial journalists, academics, and authors, including in the Financial Times and the Wall Street Journal.

Copyright © 2020 Nonna Sorokina, Ph.D. - All Rights Reserved.

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