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

A Clare, James Seaton, Peter Nigel Smith, S. Thomas

Research output: Working paper › Discussion paper

Original language	English
Publisher	Department of Economics and Related Studies, University of York
Pages	1-17
Number of pages	17
Volume	15/06
Publication status	Published - 31 Oct 2014

Name	Department of Economics Discussions Papers in Economics

Access to Document

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AU - Thomas, S.

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T3 - Department of Economics Discussions Papers in Economics

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