Items where Author is "Smith, P. N."
Clare, A. 
ORCID: 0000-0002-4180-6778, Seaton, J., Smith, P. N. & Thomas, S. ORCID: 0000-0001-5438-4263 (2024).
The Science of Flexible Retirement Choices: Switching Retirement Savings into an Annuity.
Journal of Retirement,
Clare, A. D., Seaton, J., Smith, P. N. & Thomas, S. ORCID: 0000-0001-5438-4263 (2023).
The Minimum Acceptable Annual Withdrawal with the Perfect Withdrawal Rate Rule.
Journal of Retirement, 11(1),
pp. 34-55.
doi: 10.3905/jor.2023.1.131
Clare, A. ORCID: 0000-0002-4180-6778, Seaton, J., Smith, P. N. & Thomas, S. ORCID: 0000-0001-5438-4263 (2021).
Perfect withdrawal in a noisy world: Investing lessons with and without annuities while in drawdown between 2000 and 2019.
Journal of Retirement, 9(1),
pp. 9-39.
doi: 10.3905/jor.2021.1.090
Clare, A. ORCID: 0000-0002-4180-6778, Glover, S., Seaton, J. , Smith, P. N. & 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. & Thomas, S. H. (2019).
Can Sustainable Withdrawal Rates Be Enhanced by Trend Following?.
International Journal of Finance and Economics, 26(1),
pp. 27-41.
doi: 10.1002/ijfe.1774
Clare, A., Seaton, J., Smith, P. N. & Thomas, S. (2017). Reducing sequence risk using trend following and the CAPE ratio. Financial Analysts Journal, 73(4), pp. 91-103. doi: 10.2469/faj.v73.n4.5
Clare, A. ORCID: 0000-0002-4180-6778, Seaton, J., Smith, P. N. & 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. & 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., Seaton, J., Smith, P. N. & 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. & 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