106 Bunhill Row
London, EC1Y 8TZ
City University London - Sir John Cass Business School
in Total Papers Downloads
in Total Papers Citations
Risk parity, trend following,bhavioral finance, momentum, global asset allocation, equities, bonds, real estate, commodities
risk parity, trend following, momentum, global asset allocation, equities, bonds,
risk parity, trend following, momentum, global asset allocation, equities, bonds, commodities, real estate
hedge fund, returns, alpha, beta, fees, performance
trend following, S&P500, stop losses, trading frequency, fundamental investment metrics
Bootstrap, Value at Risk (VaR), Generalised Pareto Distribution, Parametric, Semi-nonparametric and Small Sample Bias Corrected Tail Index Estimators, GARCH models
Alternative equity indices, risk-adjusted performance, Monte Carlo simulation
International equity; Value investing; Growth investing; Relative momentum; Trend following; Tail risk
Securitization, Bank Performance, Propensity Score Matching
Trend following; Momentum investing;tail; risk; European equity sectors, Financial Crisis.
Trend following, Momentum investing, Tail risk, European equity sectors, Financial crisis
Fundamentally-weighted equity indices, risk-adjusted performance, Monte Carlo simulation
Hedge fund performance, Size, Age
Forward exchange rate returns, trend following, carry trade, market liquidity and exchange risk.
Alternative asset classes, portfolio diversification, diversifiable risk
Market timing, asset class timing, asset allocation
Securitization, Bank performance
Foreign governing bond law, Eurozone government bonds, Eurozone crisis
Mutual fund performance, style benchmarks, skill versus luck
financial crises, financial fragility, liquidity bubbles, early warning signals, financial stability, financial regulation
Size portfolios; trend following; international; developing
Alternative asset classes, defined benefit, pension fund deficit, asset allocation
Mutual fund family, performance persistence and risk
M&As, Bank, Bank Internationalization
mutual fund performance, random portfolios, skill, luck
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: manc319.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
File name: JBFA423.
REITs, Investment Management, Portfolio Management, Real Estate, Momentum, Trend Following
persian rugs, hedonic regression, price index
Market capitalisation-weighted indices, Alternative equity indices, Smart Beta
Mutual fund performance, Experienced fund managers
Sequence Risk, Perfect Withdrawal Rate, Decumulation, Trend Following, CAPE
investor timing, mutual fund performance, fund cash flows
bank, securitization, risk taking
hedge fund, risk, return, fees, performance, high-water mark, agency conflicts, benchmarking, portfolio choice
Minimum capital risk requirements, internal risk management models, volatility persistence
Minimum Capital Risk Requirements, Generalized Pareto Distribution, GARCH models
Sequence Risk, Perfect Withdrawal Rate, Decumulation, Trend Following
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 1.592 seconds