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Can sustainable withdrawal rates be enhanced by trend following?
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2017 - This version: 25th July 2017
Persistent link: https://www.econbiz.de/10011912050
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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
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Price clustering and bid-ask spreads in international bond futures
Ap Gwilym, Owain; Clare, Andrew D.; Thomas, Stephen - In: Journal of international financial markets, … 8 (1998) 3/4, pp. 377-391
Persistent link: https://www.econbiz.de/10001445775
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Dividends and momentum
Ap Gwilym, Owain; Clare, Andrew; Seaton, James; Thomas, … - In: The journal of investing 18 (2009) 2, pp. 42-49
Persistent link: https://www.econbiz.de/10003854094
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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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Tactical equity investing across bull and bear markets
Ap Gwilym, Owain; Clare, Andrew D.; Seaton, James; … - In: The journal of wealth management 14 (2011/12) 4, pp. 61-69
Persistent link: https://www.econbiz.de/10009507054
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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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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
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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
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Gold stocks, the gold price and market timing
Ap Gwilym, Owain; Clare, Andrew D.; Seaton, James; … - In: Journal of derivatives & hedge funds 17 (2011) 3, pp. 266-278
Persistent link: https://www.econbiz.de/10009387272