Clint Howard

Quantitative portfolio manager focused on systematic equity strategies.

Sydney Email LinkedIn

Research

ETF Flows and the Index Effect
Working paper · 2024
The Evolving Index Effect: Evidence from Australia
Working paper · 2024
Low-Risk Alpha without Low Beta
The Journal of Portfolio Management · 2024
Better Opt Out? Revisiting the Predictive Power of Options-Implied Signals
The Journal of Portfolio Management · 2025
Causal Network Representations in Factor Investing
Intelligent Systems in Accounting, Finance and Management · 2025
Beyond GMV: The Relevance of Covariance Matrix Estimation for Risk-Based Portfolio Construction
Quantitative Finance · 2025
Choices Matter When Training Machine Learning Models for Return Prediction
Financial Analysts Journal · 2024
3D Investing: Jointly Optimizing Return, Risk, and Sustainability
Financial Analysts Journal · 2024
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Selected Musings

My PhD Thesis
December 10, 2023
Paper implementation: 'The role of central bank capital revisited'
January 9, 2021
Cryptocurrency Asset Pricing
December 23, 2020
Horses for Courses: A Systematic Betting Strategy
June 3, 2018
Global Trade Surpluses
June 2, 2018
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