James Seaton

City University London - The Business School

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

  • City University London - The Business School

SCHOLARLY PAPERS

17

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Top 2,299

in Total Papers Downloads

28,310

TOTAL CITATIONS
Rank 23,678

SSRN RANKINGS

Top 23,678

in Total Papers Citations

44

Scholarly Papers (17)

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1.

The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation

Downloads 14,041 ( 616)
Citation 11

The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation

Number of pages: 42 Posted: 08 Aug 2012 Last Revised: 27 Aug 2015
Andrew Clare, James Seaton, Peter N. Smith and Steve Thomas
City, University of London - Bayes Business School, City University London - The Business School, University of York - Department of Economics and Related Studies and City University London - The Business School
Downloads 13,623 (688)

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Risk parity, trend following,bhavioral finance, momentum, global asset allocation, equities, bonds, real estate, commodities

The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation

Number of pages: 34 Posted: 16 May 2013
Andrew Clare, James Seaton, Peter N. Smith and Steve Thomas
City, University of London - Bayes Business School, City University London - The Business School, University of York - Department of Economics and Related Studies and City University London - The Business School
Downloads 418 (145,937)
Citation 11

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risk parity, trend following, momentum, global asset allocation, equities, bonds, commodities, real estate

2.

Trend Following, Risk Parity and Momentum in Commodity Futures

Number of pages: 34 Posted: 09 Aug 2012 Last Revised: 17 Jan 2013
Steve Thomas, Andrew Clare, James Seaton and Peter N. Smith
City University London - The Business School, City, University of London - Bayes Business School, City University London - The Business School and University of York - Department of Economics and Related Studies
Downloads 2,540 (11,698)
Citation 3

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3.

Breaking into the Blackbox: Trend Following, Stop Losses, and the Frequency of Trading: The Case of the S&P500

Number of pages: 19 Posted: 08 Aug 2012
Steve Thomas, James Seaton, Andrew Clare and Peter N. Smith
City University London - The Business School, City University London - The Business School, City, University of London - Bayes Business School and University of York - Department of Economics and Related Studies
Downloads 2,247 (14,268)
Citation 9

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trend following, S&P500, stop losses, trading frequency, fundamental investment metrics

4.

Reducing Sequence Risk Using Trend Following and the CAPE Ratio

Financial Analysts Journal, Forthcoming
Number of pages: 34 Posted: 16 Apr 2016 Last Revised: 10 May 2017
Andrew Clare, James Seaton, Peter N. Smith and Steve Thomas
City, University of London - Bayes Business School, City University London - The Business School, University of York - Department of Economics and Related Studies and City University London - The Business School
Downloads 1,942 (18,045)
Citation 10

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Sequence Risk, Perfect Withdrawal Rate, Decumulation, Trend Following, CAPE

5.

Can Sustainable Withdrawal Rates Be Enhanced by Trend Following?

Number of pages: 34 Posted: 17 Aug 2017 Last Revised: 26 Mar 2018
Andrew Clare, James Seaton, Peter N. Smith and Steve Thomas
City, University of London - Bayes Business School, City University London - The Business School, University of York - Department of Economics and Related Studies and City University London - The Business School
Downloads 1,394 (29,883)
Citation 4

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Sequence Risk, Perfect Withdrawal Rate, Decumulation, Trend Following

6.

When Growth Beats Value: Removing Tail Risk From Global Equity Momentum Strategies

Number of pages: 30 Posted: 15 May 2014 Last Revised: 28 Feb 2018
Andrew Clare, James Seaton, Peter N. Smith and Steve Thomas
City, University of London - Bayes Business School, City University London - The Business School, University of York - Department of Economics and Related Studies and City University London - The Business School
Downloads 1,273 (34,121)

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International equity; Value investing; Growth investing; Relative momentum; Trend following; Tail risk

7.

Carry and Trend Following Returns in the Foreign Exchange Market

Number of pages: 32 Posted: 22 Jul 2015
Andrew Clare, James Seaton, Peter N. Smith and Steve Thomas
City, University of London - Bayes Business School, City University London - The Business School, University of York - Department of Economics and Related Studies and City University London - The Business School
Downloads 1,224 (36,086)

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Forward exchange rate returns, trend following, carry trade, market liquidity and exchange risk.

8.

Trend Following and Momentum Strategies for Global REITs

Number of pages: 19 Posted: 08 Jun 2015
Alex Moss, Andrew Clare, Steve Thomas and James Seaton
University of Reading - Henley Business School, City, University of London - Bayes Business School, City University London - The Business School and City University London - The Business School
Downloads 900 (55,849)
Citation 4

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9.

The Rehabilitation of Glidepath Investing

Downloads 898 (56,007)
Citation 1

The Rehabilitation of Glidepath Investing

Number of pages: 36 Posted: 29 Mar 2019 Last Revised: 27 Oct 2019
Andrew Clare, James Seaton, Peter N. Smith and Steve Thomas
City, University of London - Bayes Business School, City University London - The Business School, University of York - Department of Economics and Related Studies and City University London - The Business School
Downloads 513 (114,141)

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Sequence Risk, Perfect Withdrawal Rate, Decumulation, Absolute Momentum,Trend Following

Absolute Momentum, Sustainable Withdrawal Rates and Glidepath Investing in US Retirement Portfolios From 1925

CAMA Working Paper No. 31/2019
Number of pages: 36 Posted: 04 Apr 2019
Andrew Clare, James Seaton, Peter N. Smith and Steve Thomas
City, University of London - Bayes Business School, City University London - The Business School, University of York - Department of Economics and Related Studies and City University London - The Business School
Downloads 385 (160,322)
Citation 1

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Sequence Risk, Perfect Withdrawal Rate, Decumulation, Absolute Momentum, Trend Following

10.

European Equity Investing Through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk?

Downloads 755 (70,784)

European Equity Investing Through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk?

Number of pages: 31 Posted: 17 Dec 2013
Andrew Clare, James Seaton, Peter N. Smith and Steve Thomas
City, University of London - Bayes Business School, City University London - The Business School, University of York - Department of Economics and Related Studies and City University London - The Business School
Downloads 547 (105,371)

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Trend following; Momentum investing;tail; risk; European equity sectors, Financial Crisis.

European Equity Investing Through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk?

CAMA Working Paper No. 8/2014
Number of pages: 32 Posted: 23 Jan 2014 Last Revised: 24 Jan 2014
Andrew Clare, James Seaton, Peter N. Smith and Steve Thomas
City, University of London - Bayes Business School, City University London - The Business School, University of York - Department of Economics and Related Studies and City University London - The Business School
Downloads 208 (304,027)

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Trend following, Momentum investing, Tail risk, European equity sectors, Financial crisis

11.

Developing a Measure of Sequence Risk

Number of pages: 27 Posted: 27 Jan 2020
Andrew Clare, Simon Glover, James Seaton, Peter N. Smith and Steve Thomas
City, University of London - Bayes Business School, affiliation not provided to SSRN, City University London - The Business School, University of York - Department of Economics and Related Studies and City University London - The Business School
Downloads 400 (155,044)

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Glidepath Investing, Sequence Risk, Perfect Withdrawal Rates, Trend Following

12.

Measuring Success in Decumulation: The Minimum Acceptable Annual Withdrawal Rate (MAAW)

Number of pages: 43 Posted: 06 May 2022
Andrew Clare, James Seaton, Peter N. Smith and Steve Thomas
City, University of London - Bayes Business School, City University London - The Business School, University of York - Department of Economics and Related Studies and City University London - The Business School
Downloads 191 (330,243)
Citation 1

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Sequence Risk; Longevity Risk, Withdrawal Risk, Delayed Annuities, Adaptive Withdrawals

13.

Perfect Withdrawal in a Noisy World: Investing Lessons With and Without Annuities While in Drawdown Between 2000 and 2019

Number of pages: 31 Posted: 08 Feb 2021
Andrew Clare, James Seaton, Peter N. Smith and Steve Thomas
City, University of London - Bayes Business School, City University London - The Business School, University of York - Department of Economics and Related Studies and City University London - The Business School
Downloads 169 (368,478)
Citation 1

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Sequence Risk, Longevity Risk, Withdrawal Risk, Delayed Annuities, Adaptive Withdrawals

14.

The Science of Flexible Retirement Choices: Switching Retirement Savings into an Annuity

Number of pages: 27 Posted: 25 Apr 2023
Andrew Clare, James Seaton, Peter N. Smith and Steve Thomas
City, University of London - Bayes Business School, City University London - The Business School, University of York - Department of Economics and Related Studies and City University London - The Business School
Downloads 136 (440,832)

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Sequence Risk; Longevity Risk, Withdrawal Risk, Delayed Annuities, Adaptive Withdrawals, Residual Sum

15.

The Blended Approach to Real Estate Allocations: Performance Implications of Combining an Exposure to German Spezialfonds with Global Listed Real Estate Securities

Number of pages: 15 Posted: 25 Sep 2015
Alex Moss, Andrew Clare, Steve Thomas and James Seaton
University of Reading - Henley Business School, City, University of London - Bayes Business School, City University London - The Business School and City University London - The Business School
Downloads 132 (451,396)

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REITs, Investment Management, Portfolio Management, Real Estate, Momentum, Trend Following

16.

Saving to Decumulate: a Lifetime Journey, Introducing the Perfect Contribution Rate and its Relation to the Perfect Withdrawal Rate 

Number of pages: 24 Posted: 17 Jun 2024
Andrew Clare, James Seaton, Peter N. Smith and Steve Thomas
City, University of London - Bayes Business School, City University London - The Business School, University of York - Department of Economics and Related Studies and City University London - The Business School
Downloads 68 (696,174)

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Pension accumulation, Decumulation, Sequence Risk, Withdrawal Risk, Mean Reversion

17.

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

https://doi.org/10.3905/joi.2017.26.3.053
Posted: 21 May 2019
Andrew Clare, James Seaton, Peter N. Smith and Steve Thomas
City, University of London - Bayes Business School, City University London - The Business School, University of York - Department of Economics and Related Studies and City University London - The Business School

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Size portfolios; trend following; international; developing