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Clare, A. ORCID: 0000-0002-4180-6778, Glover, S., Seaton, J., Smith, P. N. and Thomas, S.
ORCID: 0000-0001-5438-4263 (2020).
Measuring sequence of returns risk.
Journal of Retirement, 8(1),
pp. 65-79.
doi: 10.3905/JOR.2020.1.066
Clare, A. ORCID: 0000-0002-4180-6778, Seaton, J., Smith, P. N. and Thomas, S. H. (2019).
Can Sustainable Withdrawal Rates Be Enhanced by Trend Following?.
International Journal of Finance and Economics,
doi: 10.1002/ijfe.1774
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. 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., 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
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
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., 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., ap Gwilym, O., Seaton, J. and Thomas, S. (2009). Price and Momentum as Robust Tactical Approaches to Global Equity Investing. London: Cass Business School.