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Absolute momentum, sustainable withdrawal rates and glidepath investing in US retirement portfolios from 1925
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2019
Persistent link: https://www.econbiz.de/10012223797
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The trend is our friend : risk parity, momentum and trend following in global asset allocation
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2013
Persistent link: https://www.econbiz.de/10009744147
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European equity investing through the financial crisis : can risk parity, momentum or trend following help to reduce tail risk?
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2014
Persistent link: https://www.econbiz.de/10010244616
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Analysis of systematic risk around firm-specific news in an emerging market using high frequency data
Saleem, Shabir A. A.; Smith, Peter N.; Yalaman, Abdullah - 2021
Persistent link: https://www.econbiz.de/10012586184
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What do the Fama-French factors add to CCAPM?
Pongrapeeporn Abhakorn; Smith, Peter N.; Wickens, Michael R. - 2013
Persistent link: https://www.econbiz.de/10009744151
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Equity returns and the business cycle : the role of supply and demand shocks
Mendoza Velázquez, Alfonso; Smith, Peter N. - 2013
Persistent link: https://www.econbiz.de/10009744158