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Short selling: discussion of s...
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Capital income
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Thomas, Stephen
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26
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25
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9
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8
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21
Basel III : is the cure worse than the disease?
Allen, William A.
;
Chan, Ka Kei
;
Milne, Alistair
; …
- In:
International review of financial analysis
25
(
2012
),
pp. 159-166
Persistent link: https://www.econbiz.de/10009688119
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22
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:
23
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:
24
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
Saved in:
25
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/10010244616
Saved in:
26
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
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27
Complementary or contradictory? : combining returns-based and characteristics-based investment style analysis
Mason, Andrew
;
McGroarty, Frank
;
Thomas, Stephen
- In:
The journal of asset management
14
(
2013
)
6
,
pp. 423-438
Persistent link: https://www.econbiz.de/10010258473
Saved in:
28
Securitization and bank performance
Casu, Barbara
;
Clare, Andrew D.
;
Sarkisyan, Anna
; …
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
8
,
pp. 1616-1658
Persistent link: https://www.econbiz.de/10010344567
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29
On luck versus skill when performance benchmarks are style-consistent
Agyei-Ampomah, Sam
;
Clare, Andrew D.
;
Mason, Andrew
; …
- In:
Journal of banking & finance
59
(
2015
),
pp. 127-145
Persistent link: https://www.econbiz.de/10011544303
Saved in:
30
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
Saved in:
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