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Items where City Author is "Clare, A."

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Number of items: 24.

Article

Moss, A., Clare, A., Thomas, S. and Seaton, J. (2017). Can sector specific REIT strategies outperform a diversified benchmark?. Journal of European Real Estate Research, doi: 10.1108/JERER-11-2016-0042

Clare, A., Thomas, S., Smith, P. N. and Seaton, J. (2017). Reducing sequence risk using trend following and the CAPE ratio. Financial Analysts Journal, doi: 10.2469/faj.v73.n4.5

Clare, A. (2017). The performance of long-serving fund managers. International Review of Financial Analysis, 52(2017), pp. 152-159. doi: 10.1016/j.irfa.2017.07.001

Clare, A. ORCID: 0000-0002-4180-6778, Seaton, J., Smith, P. N. and Thomas, S. ORCID: 0000-0001-5438-4263 (2017). Size Matters: Tail Risk, Momentum and Trend Following in International Equity Portfolios. Journal of Investing, 26(3), pp. 53-64. doi: 10.3905/joi.2017.26.3.053

Clare, A., Duygun, M., Gulamhussen, M. and Pozzolo, A. (2016). Bank business models, regulation, and the role of financial market participants in the global financial crisis. Journal of Banking and Finance, 72, S1-S5. doi: 10.1016/j.jbankfin.2016.10.007

Clare, A., Seaton, J., Smith, P. N. and Thomas, S. (2016). The trend is our friend: Risk parity, momentum and trend following in global asset allocation. Journal of Behavioral and Experimental Finance, 9, pp. 63-80. doi: 10.1016/j.jbef.2016.01.002

Clare, A., O'Sullivan, N., Sherman, M. and Thomas, S. (2016). Multi-asset class mutual funds: Can they time the market? Evidence from the US, UK and Canada. Research in International Business and Finance, 36, pp. 212-221. doi: 10.1016/j.ribaf.2015.09.011

Moss, A., Clare, A., Thomas, S. and Seaton, J. (2016). The Blended Approach to Real Estate Allocations: Performance Implications of Combining an Exposure to German Spezialfonds with Global Listed Real Estate Securities. Alternative Investment Analysts' Review, 4(4), pp. 17-23.

Moss, A., Clare, A., Thomas, S. and Seaton, J. (2015). Trend Following and Momentum Strategies for Global REITs. Journal of Real Estate Portfolio Management, 21(1), pp. 21-31. doi: 10.5555/1083-5547-21.1.21

Agyei-Ampomah, S., Clare, A., Mason, A. and Thomas, S. (2015). On luck versus skill when performance benchmarks are style-consistent. Journal of Banking & Finance, 59, pp. 127-145. doi: 10.1016/j.jbankfin.2015.05.013

Clare, A., Motson, N., Sapuric, S. and Todorovic, N. (2014). What impact does a change of fund manager have on mutual fund performance?. International Review of Financial Analysis, 35, pp. 167-177. doi: 10.1016/j.irfa.2014.08.005

Clare, A., O'Sullivan, N. and Sherman, M. (2014). Family status and mutual fund performance. Journal of Asset Management, 15(3), pp. 163-175. doi: 10.1057/jam.2014.19

Clare, A., Seaton, J., Smith, P. N. and Thomas, S. (2014). Trend following, risk parity and momentum in commodity futures. International Review of Financial Analysis, 31, pp. 1-12. doi: 10.1016/j.irfa.2013.10.001

Clare, A., Nitzsche, D. and Sherman, M. (2013). Mutual fund performance and management location. Journal of Asset Management, 14(6), pp. 336-353. doi: 10.1057/jam.2013.23

Casu, B., Clare, A., Sarkisyan, A. and Thomas, S. (2013). Securitization and Bank Performance. Securitization and Bank Performance, 45(8), pp. 1617-1658. doi: 10.1111/jmcb.12064

Clare, A., Seaton, J., Smith, P. N. and Thomas, S. (2013). Breaking into the blackbox: Trend following, stop losses and the frequency of trading - The case of the S&P500. Journal of Asset Management, 14(3), pp. 182-194. doi: 10.1057/jam.2013.11

Clare, A., Gulamhussen, M. and Pinheiro, C. (2013). What factors cause foreign banks to stay in London?. Journal of International Money and Finance, 32, pp. 739-761. doi: 10.1016/j.jimonfin.2012.06.007

Clare, A., Sapuric, S. and Todorovic, N. (2010). Quantitative or momentum-based multi-style rotation? UK experience. Journal of Asset Management, 10(6), pp. 370-381. doi: 10.1057/jam.2009.19

Monograph

Clare, A., Motson, N., Payne, R. and Thomas, S. (2014). Heads We Win, Tails You Lose. Why Don't More Fund Managers Offer Symmetric Performance Fees?. London: Cass Business School, City University, London.

Thomas, S., Clare, A. and Motson, N. (2013). An Evaluation of Alternative Equity Indices - Part 2: Fundamental Weighting Schemes. London: SSRN.

Clare, A., Motson, N. and Thomas, S. (2013). An Evaluation of Alternative Equity Indices - Part 1: Heuristic and Optimised Weighting Schemes. London: SSRN.

Clare, A. and Motson, N. (2010). Do UK Retail Investors Buy at the Top and Sell at the Bottom?. London: Cass Business School, City University London.

Clare, A., ap Gwilym, O., Seaton, J. and Thomas, S. (2009). Price and Momentum as Robust Tactical Approaches to Global Equity Investing. London: Cass Business School.

Report

Clare, A. and Motson, N. (2008). How Many Alternative Eggs Should You Put in Your Investment Basket?. London: Cass Business School, City University London.

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