.
Clare, Andrew's
Scholarly Papers
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Aggregate Statistics
Total 9,629
Total Citations 34
1.
The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
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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
Posted:
08 Aug 12
Last Revised:
16 May 13
3,256(1,170)
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
12
risk parity, trend following, momentum, global asset allocation, equities, bonds, commodities, real estate
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
Posted:
08 Aug 12
Last Revised:
18 Sep 12
3,244
Risk parity, trend following, momentum, global asset allocation, equities, bonds, real estate, commodities
2.
Brooks, Chris University of Reading - ICMA Centre
Clare, Andrew City University London - Sir John Cass Business School
Motson, Nick City University London - Sir John Cass Business School
1,228(6,557)
2
hedge fund, returns, alpha, beta, fees, performance
3.
Brooks, Chris University of Reading - ICMA Centre
Clare, Andrew City University London - Sir John Cass Business School
Dalle Molle, John W. Independent
Persand, Gita University of Bristol - Department of Economics
967(9,752)
9
Bootstrap, Value at Risk (VaR), Generalised Pareto Distribution, Parametric, Semi-nonparametric and Small Sample Bias Corrected Tail Index Estimators, GARCH models
4.
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
Posted:
09 Aug 12
Last Revised:
17 Jan 13
814(12,781)
5.
Sarkisyan, Anna University of Essex - Essex Business School
Casu, Barbara City University London - Sir John Cass Business School
Clare, Andrew City University London - Sir John Cass Business School
Thomas, Steve City University London - Sir John Cass Business School
Posted:
20 Oct 09
Last Revised:
28 Oct 09
465(27,995)
4
Securitization, Bank Performance, Propensity Score Matching
6.
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
435(30,556)
trend following, S&P500, stop losses, trading frequency, fundamental investment metrics
7.
Clare, Andrew City University London - Sir John Cass Business School
Lekkos, Ilias Bank of England
431(30,905)
5
8.
Clare, Andrew City University London - Sir John Cass Business School
Motson, Nick City University London - Sir John Cass Business School
Posted:
15 Jul 08
Last Revised:
27 Aug 08
355(39,386)
Alternative asset classes, portfolio diversification, diversifiable risk
9.
Sarkisyan, Anna University of Essex - Essex Business School
Casu, Barbara City University London - Sir John Cass Business School
Clare, Andrew City University London - Sir John Cass Business School
Thomas, Steve City University London - Sir John Cass Business School
274(53,401)
Securitization, Bank performance
10.
Clare, Andrew City University London - Sir John Cass Business School
Cuthbertson, Keith City University London - Sir John Cass Business School
Nitzsche, Dirk City University London - Sir John Cass Business School
266(55,688)
2
11.
Clare, Andrew City University London - Sir John Cass Business School
Motson, Nick City University London - Sir John Cass Business School
Thomas, Steve City University London - Sir John Cass Business School
208(71,763)
Alternative equity indices, risk-adjusted performance, Monte Carlo simulation
12.
Clare, Andrew City University London - Sir John Cass Business School
199(75,061)
3
13.
Clare, Andrew City University London - Sir John Cass Business School
Courtenay, Roger Vizor Investment Management, London
185(80,613)
1
14.
Brooke, Martin Bank of England - International Economic Analysis Division
Clare, Andrew City University London - Sir John Cass Business School
Lekkos, Ilias Bank of England
146(100,153)
3
15.
Brigden, Andrew City University London - Sir John Cass Business School
Dhar, Shamik City University London - Sir John Cass Business School
Clare, Andrew City University London - Sir John Cass Business School
107(128,752)
Alternative asset classes, defined benefit, pension fund deficit, asset allocation
16.
Thomas, Steve City University London - Sir John Cass Business School
Clare, Andrew City University London - Sir John Cass Business School
Motson, Nick City University London - Sir John Cass Business School
Posted:
01 Apr 13
Last Revised:
02 Apr 13
101(134,131)
Fundamentally-weighted equity indices, risk-adjusted performance, Monte Carlo simulation
17.
Saleh, Nashwa City University London - Sir John Cass Business School
Casu, Barbara City University London - Sir John Cass Business School
Clare, Andrew City University London - Sir John Cass Business School
Posted:
06 Feb 12
Last Revised:
30 Jan 13
92(142,889)
financial crises, financial fragility, liquidity bubbles, early warning signals, financial stability, financial regulation
18.
Caiazza, Stefano Università degli Studi di Roma Tor Vergata
Clare, Andrew City University London - Sir John Cass Business School
Pozzolo, Alberto F. Università degli Studi del Molise - Dipartimento di Scienze Economiche Gestionali e Sociali
40(219,608)
2
M&As, Bank, Bank Internationalization
19.
Brooks, Chris University of Reading - ICMA Centre
Clare, Andrew City University London - Sir John Cass Business School
Persand, Gita University of Bristol - Department of Economics
30(243,009)
1
20.
Clare, Andrew City University London - Sir John Cass Business School
Morgan, Gareth York University - Schulich School of Business
Thomas, Stephen University of Southampton - School of Management
30(243,009)
2
21.
Casu, Barbara City University London - Sir John Cass Business School
Clare, Andrew City University London - Sir John Cass Business School
Sarkisyan, Anna University of Essex - Essex Business School
Thomas, Steve City University London - Sir John Cass Business School
bank, securitization, risk taking
22.
Clare, Andrew City University London - Sir John Cass Business School
Motson, Nick City University London - Sir John Cass Business School
Posted:
27 Nov 08
Last Revised:
08 Oct 09
hedge fund, risk, return, fees, performance, high-water mark, agency conflicts, benchmarking, portfolio choice
23.
Brooks, Chris University of Reading - ICMA Centre
Clare, Andrew City University London - Sir John Cass Business School
Persand, Gita University of Bristol - Department of Economics
Minimum Capital Risk Requirements, Generalized Pareto Distribution, GARCH models
24.
Brooks, Chris University of Reading - ICMA Centre
Clare, Andrew City University London - Sir John Cass Business School
Persand, Gita University of Bristol - Department of Economics
Minimum capital risk requirements, internal risk management models, volatility persistence
