Size Matters - Research Database, The University of York

By the same authors

Can Sustainable Withdrawal Rates be Enhanced by Trend Following?
Smith, P. N., Clare, A., Seaton, J. & Thomas, S., 13 Sep 2019, (Accepted/In press)
Article in International Journal of Finance and Economics
The Gender Earnings Gap in British Workplaces: A Knowledge Exchange Report
Butcher, T., Mumford, K. A. & Smith, P. N., Sep 2019, 83 p.
Research output: Book/Report › Other report
When Growth Beats Value: Applying Momentum Filters to Growth and Value Portfolios
Clare, A., Seaton, J., Smith, P. N. & Thomas, S., 1 Aug 2019
Article in Journal of Investing
Reducing sequence risk using trend following and the CAPE ratio
Clare, A., Seaton, J., Smith, P. N. & Thomas, S., 1 Oct 2017
Article in Financial analysts journal
Size Matters: Tail risk, Momentum and Trend Following in International Equity Portfolios
Clare, A., Seaton, J., Smith, P. N. & Thomas, S., 1 Sep 2017
Article in The Journal of Investing

Size Matters: Tail Risk, Momentum and Trend Following in International Equity Portfolios

Research output: Working paper › Discussion paper

Links

http://poseidon01.ssrn.com/delivery.php?ID=595118123002083090020095123073082068052035058029030050009003087102004027011115067076118021122027111056019100016007084098026111015080078007034116100102126075079086003071019012113099004091080027120119027127114016098085100115029004070074005123124089122070&EXT=pdf

Author(s)

A Clare
James Seaton
Peter Nigel Smith
S. Thomas

Department/unit(s)

Economics

Publication details

Date	Published - 31 Oct 2014
Publisher	Department of Economics and Related Studies, University of York
Number of pages	17
Volume	15/06
Original language	English

Publication series

Name	Department of Economics Discussions Papers in Economics

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