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Seaton, James's
Scholarly Papers
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1.
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The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
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Clare, Andrew City University London - Sir John Cass Business School Seaton, James City University London - Sir John Cass Business School Smith, Peter N. University of York (UK) - Department of Economics and Related Studies Thomas, Steve City University London - Sir John Cass Business School
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Posted:
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08 Aug 12
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Last Revised:
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16 May 13
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Clare, Andrew City University London - Sir John Cass Business School Seaton, James City University London - Sir John Cass Business School Smith, Peter N. University of York (UK) - Department of Economics and Related Studies Thomas, Steve City University London - Sir John Cass Business School
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risk parity, trend following, momentum, global asset allocation, equities, bonds, commodities, real estate
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Thomas, Steve City University London - Sir John Cass Business School Clare, Andrew City University London - Sir John Cass Business School Smith, Peter N. University of York (UK) - Department of Economics and Related Studies Seaton, James City University London - Sir John Cass Business School
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08 Aug 12
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Last Revised:
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18 Sep 12
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3,246
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Risk parity, trend following, momentum, global asset allocation, equities, bonds, real estate, commodities
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Thomas, Steve City University London - Sir John Cass Business School Clare, Andrew City University London - Sir John Cass Business School Seaton, James City University London - Sir John Cass Business School Smith, Peter N. University of York (UK) - Department of Economics and Related Studies
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| Posted: |
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09 Aug 12
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Last Revised:
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17 Jan 13
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814
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3.
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Thomas, Steve City University London - Sir John Cass Business School Seaton, James City University London - Sir John Cass Business School Clare, Andrew City University London - Sir John Cass Business School Smith, Peter N. University of York (UK) - Department of Economics and Related Studies
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435
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trend following, S&P500, stop losses, trading frequency, fundamental investment metrics
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Records 1 -
3
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