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~isPartOf:"Discussion papers in economics"
~language:"eng"
~person:"Clare, Andrew D."
~person:"Jondeau, Eric"
~person:"Kelly, Bryan T."
~person:"Lo, Andrew W."
~person:"Timmermann, Allan"
~subject:"Portfolio-Management"
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Clare, Andrew D.
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Size matters : tail risk, momentum and trend following in international equity portfolios
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
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2015
Persistent link: https://www.econbiz.de/10010531062
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Trend following, risk parity and momentum in commodity futures
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
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2012
Persistent link: https://www.econbiz.de/10009663202
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3
When growth beats value : removing tail risk from global equity momentum strategies
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
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2014
Persistent link: https://www.econbiz.de/10010376537
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