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~isPartOf:"Discussion papers in economics"
~person:"Clare, Andrew D."
~person:"Levy, Haim"
~person:"Pesaran, M. Hashem"
~source:"econis"
~subject:"Capital income"
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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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2
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
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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.
; …
-
2014
Persistent link: https://www.econbiz.de/10010376537
Saved in:
4
Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem
;
Yamagata, Takashi
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2017
Persistent link: https://www.econbiz.de/10011670177
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