European equity investing through the financial crisis : can risk parity, momentum or trend following help to reduce tail risk?
Andrew Clare, James Seaton, Peter N. Smith and Stephen Thomas
| Year of publication: |
2014
|
|---|---|
| Authors: | Clare, Andrew D. ; Seaton, James ; Smith, Peter N. ; Thomas, Stephen |
| Publisher: |
York : Dep. of Economics and Related Studies, Univ. of York |
| Subject: | Trend following | Momentum investing | tail risk | European equity sectors | Financial Crisis | Portfolio-Management | Portfolio selection | Herdenverhalten | Herding | Kapitalmarktrendite | Capital market returns | Portfoliodiversifikation | Portfolio diversification | Europa | Europe |
| Extent: | Online-Ressource (30 S.) graph. Darst. |
|---|---|
| Series: | Discussion papers in economics. - York : [Verlag nicht ermittelbar], ZDB-ID 2196322-8. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010235408