When Growth Beats Value: Removing Tail Risk From Global Equity Momentum Strategies
Year of publication: |
2014-05
|
---|---|
Authors: | Clare, Andrew ; Seaton, James ; Smith, Peter N. ; Thomas, Stephen |
Institutions: | Department of Economics and Related Studies, University of York |
Subject: | International equity | Value investing | Growth investing | Relative momentum | Trend following | Tail risk |
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