Narrow search
Showing 1 - 10 of 19
Cover Image
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
Cover Image
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
Cover Image
The rehabilitation of Glidepath Investing
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2019
Persistent link: https://www.econbiz.de/10012199267
Cover Image
Dynamic asset allocation under inflation
Brennan, Michael J. (contributor); Xia, Yihong (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000801
Cover Image
Optimal inattention to the stock market with information costs and transactions costs
Abel, Andrew B.; Eberly, Janice C.; Panageas, Stauros - 2009 - Current draft, May 2009
Persistent link: https://www.econbiz.de/10003887077
Cover Image
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
Cover Image
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
Cover Image
Changing institutional preferences and investment performance : a stock holdings perspective
Blume, Marshall E.; Keim, Donald B. - 2010 - This draft: November 29, 2010
Persistent link: https://www.econbiz.de/10008906818
Cover Image
Household asset holding diversification in Australia
Mariotti, Francesco; Mumford, Karen; Pena-Boquete, Yolanda - 2014
Persistent link: https://www.econbiz.de/10010376548
Cover Image
What can rational investors do about excessive volatility and sentiment fluctuations?
Dumas, Bernard (contributor); Kurshev, Alexander (contributor) - 2005
Persistent link: https://www.econbiz.de/10003726455