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Anlageverhalten
5
Behavioural finance
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Capital income
5
Kapitaleinkommen
5
Portfolio selection
5
Portfolio-Management
5
Volatility
4
Volatilität
4
Sequence Risk
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Trend following
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Welt
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World
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Aktienmarkt
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Börsenkurs
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Decumulation
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Perfect Withdrawal Rate
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Risiko
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Risk
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Risk premium
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Share price
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Stock market
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tail risk
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trend following
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Autocorrelation
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Autokorrelation
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Betriebsgröße
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CAPE
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Currency derivative
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Currency speculation
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Smith, Peter N.
11
Thomas, Stephen
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10
Seaton, James
10
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Discussion papers in economics
Insurance / Mathematics & economics
43
Insurance: Mathematics and Economics
31
Energy Policy
28
Energy policy
21
Journal of Pension Economics and Finance
14
Problemas del desarrollo : revista latinoamericana de economía
6
Discussion papers in accounting and finance
5
Economics letters
5
Journal of banking & finance
5
The journal of asset management
5
The journal of risk and insurance : the journal of the American Risk and Insurance Association
5
Discussion paper / Centre for Economic Policy Research
4
Economia delle fonti di energia e dell'ambiente
4
The journal of fixed income
4
The journal of investing
4
CAMA working paper series
3
Discussion paper / The Pensions Institute, Cass Business School, City University
3
Health Policy
3
International journal of global energy issues : IJGEI
3
International review of financial analysis
3
Journal of Risk & Insurance
3
Journal of international financial markets, institutions & money
3
North American actuarial journal
3
The British electricity experiment : privatization ; the record, the issues, the lessons
3
The European journal of finance
3
The journal of retirement : JOR
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied financial economics
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CAMA Working Paper
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CESifo DICE Report
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Cambridge energy studies
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Centre for Risk Research working papers : CRR
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Economics and policy of energy and the environment
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Energy & environment
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Journal of business finance & accounting : JBFA
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Journal of pension economics and finance
2
Journal of pension economics and finance : JPEF
2
Journal of the Institute of Actuaries
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National reforms in European gas
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Carry and trend following returns in the foreign exchange market
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
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2015
Persistent link: https://www.econbiz.de/10010531060
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2
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
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3
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
Saved in:
4
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
Saved in:
5
European equity investing through the financial crisis : can risk parity, momentum or trend following help to reduce tail risk?
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
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2014
Persistent link: https://www.econbiz.de/10010235408
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6
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:
7
Reducing sequence risk using trend following investment strategies and the CAPE
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2016
Persistent link: https://www.econbiz.de/10011560684
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8
Portfolio return autocorrelation and non-synchronous trading in UK equities
Morgan, G. S.
;
Smith, Peter N.
;
Thomas, Stephen
-
2000
Persistent link: https://www.econbiz.de/10001541322
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9
Breaking into the blackbox : trend following, stop losses, and the frequency of trading ; the case of the S&P500
Clare, Andrew D.
;
Seaton, James
;
Thomas, Stephen
; …
-
2012
Persistent link: https://www.econbiz.de/10009535804
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10
Decumulation, sequencing risk and the safe withdrawal rate : why the 4 % withdrawal rule leaves money on the table
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2017
Persistent link: https://www.econbiz.de/10011670193
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