Showing 1 - 10 of 17
Persistent link: https://www.econbiz.de/10001020781
We investigate the relationship between size and momentum across a wide range of international equity markets. A distinction is made between relative momentum where assets are ranked according to their performance against each other, and absolute momentum (or trend following) where assets are...
Persistent link: https://www.econbiz.de/10012904637
We examine the effectiveness of applying a trend following methodology to global asset allocation between equities, bonds, commodities and real estate. The application of trend following offers a substantial improvement in risk-adjusted performance compared to traditional buy-and-hold...
Persistent link: https://www.econbiz.de/10013080932
We examine the effectiveness of applying a trend following methodology to global asset allocation between equities, bonds, commodities and real estate. The application of trend following offers a substantial improvement in risk-adjusted performance compared to traditional buy-and-hold...
Persistent link: https://www.econbiz.de/10013081969
We show how the relatively new concept of Perfect Withdrawal Rate can be used in assessing the appropriate sustainable withdrawal amounts from a pot of wealth. This can be applied equally to private retirement funds, endowments, charities, and indeed any context requiring regular withdrawals...
Persistent link: https://www.econbiz.de/10013247797
Persistent link: https://www.econbiz.de/10009744147
Persistent link: https://www.econbiz.de/10009663202
Persistent link: https://www.econbiz.de/10009663206
Persistent link: https://www.econbiz.de/10010376537
Persistent link: https://www.econbiz.de/10010461541