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Welt
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ECONIS (ZBW)
43
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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
Saved in:
2
The trend is our friend : risk parity, momentum and trend following in global asset allocation
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2013
Persistent link: https://www.econbiz.de/10009744147
Saved in:
3
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:
4
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:
5
Size matters: tail risk, momentum, and trend following in international equity portfolios
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
- In:
The journal of investing
26
(
2017
)
3
,
pp. 53-64
Persistent link: https://www.econbiz.de/10011736548
Saved in:
6
Price and momentum as robust tactical approaches to global equity investing
Ap Gwilym, Owain
;
Clare, Andrew D.
;
Seaton, James
; …
- In:
The journal of investing
19
(
2010
)
3
,
pp. 80-91
Persistent link: https://www.econbiz.de/10009308464
Saved in:
7
The gains from international portfolio diversification in bonds and equities
Andrade, Isabel C.
;
Clare, Andrew D.
;
Thomas, Stephen
-
1995
Persistent link: https://www.econbiz.de/10000926885
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8
Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU
McGroarty, Frank
;
Ap Gwilym, Owain
;
Thomas, Stephen
- In:
Global finance journal
17
(
2006
)
1
,
pp. 23-49
Persistent link: https://www.econbiz.de/10003381769
Saved in:
9
The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market
McGroarty, Frank
;
Ap Gwilym, Owain
;
Thomas, Stephen
- In:
Journal of international financial markets, …
19
(
2009
)
2
,
pp. 387-401
Persistent link: https://www.econbiz.de/10003800028
Saved in:
10
Mircostructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU
McGroarty, Frank
;
Ap Gwilym, Owain
;
Thomas, Stephen
-
2004
Persistent link: https://www.econbiz.de/10002447981
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