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

Clare, Andrew, Seaton, James, Smith, Peter Nigel orcid.org/0000-0003-2786-7192 et al. (1 more author) (2016) The Trend is Our Friend : Risk Parity, Momentum and Trend Following in Global Asset Allocation. Journal of Behavioral and Experimental Finance. pp. 63-80. ISSN 2214-6350

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Copyright, Publisher and Additional Information: Date of Acceptance: 20/01/2016. This is an author produced version of a paper published in Journal of Behavioral and Experimental Finance. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Behavioural biases, risk parity, trend following, momentum, global asset allocation, equities, bonds, commodities, real estate, sequencing risk.
Dates:
  • Published: 1 March 2016
  • Published (online): 15 January 2016
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 25 Jan 2016 14:00
Last Modified: 26 Apr 2020 11:00
Published Version: https://doi.org/10.1016/j.jbef.2016.01.002
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.jbef.2016.01.002

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