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A Comparison of Extreme Value...
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Anlageverhalten
5
Behavioural finance
5
Portfolio selection
5
Portfolio-Management
5
Welt
4
World
4
Capital income
3
Kapitaleinkommen
3
Sequence Risk
3
Trend following
3
Decumulation
2
International financial market
2
Internationaler Finanzmarkt
2
Perfect Withdrawal Rate
2
Risiko
2
Risk
2
Trend Following
2
Volatility
2
Volatilität
2
tail risk
2
trend following
2
Aktienmarkt
1
Betriebsgröße
1
CAPE
1
Capital market returns
1
Commodity derivative
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Commodity futures
1
Currency derivative
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Devisenmarkt
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Equally-weighted
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Europa
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Europe
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European equity sectors
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Exchange rate
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Financial Crisis
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Financial analysis
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Finanzanalyse
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Arbeitspapier
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English
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Clare, Andrew D.
10
Seaton, James
10
Smith, Peter N.
10
Thomas, Stephen
10
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Discussion papers in economics
ICMA Centre Discussion Papers in Finance
44
Journal of banking & finance
20
Discussion paper / ICMA Centre, Henley Business School, University of Reading
18
International review of financial analysis
17
Applied financial economics
15
The journal of asset management
11
Journal of business finance & accounting : JBFA
10
Journal of forecasting
10
Applied Economics Letters
8
Applied Financial Economics
8
Economic modelling
8
Economics letters
8
Discussion Papers / Department of Economics and Related Studies, University of York
7
Discussion papers in quantitative economics and computing / E
7
International journal of forecasting
7
Journal of Banking & Finance
7
The European journal of finance
7
International Review of Financial Analysis
6
Journal of Business Finance & Accounting
6
Journal of empirical finance
6
The British accounting review : the journal of the British Accounting Association
6
The Manchester School
6
The economic journal : the journal of the Royal Economic Society
6
The journal of futures markets
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied economics
5
Department of Economics - Working Papers Series
5
Economics Letters
5
Research in international business and finance
5
Research paper / University of Melbourne, Department of Economics
5
CERF Discussion Paper Series
4
Computational Economics
4
Discussion Paper Series In Economics And Econometrics
4
Discussion paper / The Pensions Institute, Cass Business School, City University
4
Economic Modelling
4
International journal of finance & economics : IJFE
4
Journal of multinational financial management
4
MPRA Paper
4
The economic history review : a journal of economic and social history
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1
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/10010235408
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2
Trend following, risk parity and momentum in commodity futures
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2012
Persistent link: https://www.econbiz.de/10009663202
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3
The trend is our friend : risk parity, momentum and trend following in global asset allocation
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2012
Persistent link: https://www.econbiz.de/10009663206
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4
When growth beats value : removing tail risk from global equity momentum strategies
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2014
Persistent link: https://www.econbiz.de/10010376537
Saved in:
5
Breaking into the blackbox : trend following, stop losses, and the frequency of trading ; the case of the S&P500
Clare, Andrew D.
;
Seaton, James
;
Thomas, Stephen
; …
-
2012
Persistent link: https://www.econbiz.de/10009535804
Saved in:
6
Carry and trend following returns in the foreign exchange market
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2015
Persistent link: https://www.econbiz.de/10010531060
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7
Size matters : tail risk, momentum and trend following in international equity portfolios
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2015
Persistent link: https://www.econbiz.de/10010531062
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8
Decumulation, sequencing risk and the safe withdrawal rate : why the 4 % withdrawal rule leaves money on the table
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2017
Persistent link: https://www.econbiz.de/10011670193
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9
Reducing sequence risk using trend following investment strategies and the CAPE
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2016
Persistent link: https://www.econbiz.de/10011560684
Saved in:
10
The rehabilitation of Glidepath Investing
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2019
Persistent link: https://www.econbiz.de/10012199267
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