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Optimal international asset allocation with time-varying risk
Flavin, Thomas J.; Wickens, Michael R. - In: Scottish journal of political economy : the journal of … 53 (2006) 5, pp. 543-564
Persistent link: https://www.econbiz.de/10003382214
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Macroeconomic influences on optimal asset allocation
Flavin, Thomas J.; Wickens, Michael R. - In: Review of financial economics : RFE 12 (2003) 2, pp. 207-231
Persistent link: https://www.econbiz.de/10001780001
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Global asset allocation with time-varying risk
Flavin, Thomas J.; Wickens, Michael R. - 2000
Persistent link: https://www.econbiz.de/10001502427
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A risk management approach to optimal asset allocation
Flavin, Thomas J.; Wickens, Michael R. - 1998
Persistent link: https://www.econbiz.de/10001354933
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Optimal international asset allocation and home bias
Flavin, Thomas J.; Wickens, Michael R. - 1998
Persistent link: https://www.econbiz.de/10001354934
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Macroeconomics influences on optimal asset allocation
Flavin, Thomas J.; Wickens, Michael R. - 2001
Persistent link: https://www.econbiz.de/10001562877
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Macroeconomic influences on optimal asset allocation
Flavin, Thomas; Wickens, Michael R. - 2002
Persistent link: https://www.econbiz.de/10013423720
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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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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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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.; … - 2014
Persistent link: https://www.econbiz.de/10010235408