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; Stephen Thomas
| Year of publication: |
2014
|
|---|---|
| Authors: | Clare, Andrew D. ; Seaton, James ; Smith, Peter N. ; Thomas, Stephen |
| Publisher: |
Canberra : Centre for Applied Macroeconomic Analysis, The Australian National Univ. |
| 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 (32 S.) |
|---|---|
| Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2014,08 |
| 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/10010244616