Size matters: tail risk, momentum, and trend following in international equity portfolios
Year of publication: |
2017
|
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Authors: | Clare, Andrew D. ; Seaton, James ; Smith, Peter N. ; Thomas, Stephen |
Published in: |
The journal of investing. - New York, NY : Pageant Media, ISSN 1068-0896, ZDB-ID 1359366-3. - Vol. 26.2017, 3, p. 53-64
|
Subject: | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Volatilität | Volatility | Portfolio-Investition | Foreign portfolio investment | Welt | World | Momentenmethode | Method of moments |
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