By the same authors

From the same journal

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

Research output: Contribution to journalArticlepeer-review

Published copy (DOI)



Publication details

JournalThe Journal of Investing
DateAccepted/In press - 1 May 2017
DatePublished (current) - 1 Sep 2017
Issue number3
Number of pages12
Pages (from-to)53-64
Original languageEnglish

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