Statistics
Publications
6
Citations
243
H-Index
6
Active since
2003
Affiliations
Capital Fund Management (France)(Current)
Philip Seager is an author at Capital Fund Management (France) specializing in business, finance, and stock market anomalies.
Publications per year
2003–2019
6
6
Two centuries of trend following
Yves Lempérière, Cyril Deremble, Philip Seager et al. · The Journal of Investment Strategies · 2014 · 87 citations
Risk premia: asymmetric tail risks and excess returns
Yves Lempérière, Cyril Deremble, Trung-Tu Nguyen et al. · Quantitative Finance · 2016 · 76 citations · Full text
Risk Premia: Asymmetric Tail Risks and Excess Returns
Yves Lempérière, Cyril Deremble, Trung-Tu Nguyen et al. · SSRN Electronic Journal · 2014 · 14 citations · Full text
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