Items where City Author is "Clare, A."
Clare, A. ORCID: 0000-0002-4180-6778, Pinheiro, C., Pozzolo, A. (2025).
A Refracted Process in Options: A Credit Valuation Application.
Economics Letters, 250,
article number 112276.
doi: 10.1016/j.econlet.2025.112276
Guzman, S., Rezaee, A. & Clare, A. ORCID: 0000-0002-4180-6778 (2024).
ETF adoption and equity market macro-efficiency.
Journal of Portfolio Management,
Jang, C., Clare, A. ORCID: 0000-0002-4180-6778 & Owadally, I.
ORCID: 0000-0002-0830-3554 (2024).
Liability-Driven Investment for Pension Funds: Stochastic Optimization with Real Assets.
Risk Management, 26(3),
article number 12.
doi: 10.1057/s41283-024-00141-9
Clare, A. D. ORCID: 0000-0002-4180-6778, Keswani, A.
ORCID: 0000-0001-9096-7677 & Motson, N.
ORCID: 0000-0003-1418-9927 (2024).
The Case for Integrating ESG into Fixed Income Portfolios.
The Journal of Portfolio Management, 50(9),
pp. 152-163.
doi: 10.3905/jpm.2024.1.620
Jang, C., Owadally, I. ORCID: 0000-0002-0830-3554 & Clare, A.
ORCID: 0000-0002-4180-6778 (2024).
Life-cycle investment and housing decisions with longevity annuities and reverse mortgage.
Journal of Risk Management,
Clare, A. ORCID: 0000-0002-4180-6778, Seaton, J., Smith, P. N. (2024).
The Science of Flexible Retirement Choices: Switching Retirement Savings into an Annuity.
Journal of Retirement, 11(4),
pp. 59-75.
doi: 10.3905/jor.2024.1.160
Jang, C., Clare, A. ORCID: 0000-0002-4180-6778 & Owadally, I.
ORCID: 0000-0002-0830-3554 (2022).
Glide paths for a retirement plan with deferred annuities.
Journal of Pension Economics and Finance, 21(4),
pp. 565-581.
doi: 10.1017/S1474747221000251
Clare, A. ORCID: 0000-0002-4180-6778 (2022).
Is there a boutique asset management premium? Evidence from the European fund management industry.
Journal of Asset Management, 23(1),
pp. 19-32.
doi: 10.1057/s41260-021-00245-x
Clare, A. ORCID: 0000-0002-4180-6778, Sherman, M., O'Sullivan, N. (2022).
Manager characteristics: Predicting fund performance.
International Review of Financial Analysis, 80,
article number 102049.
doi: 10.1016/j.irfa.2022.102049
Jang, C., Owadally, I. ORCID: 0000-0002-0830-3554, Clare, A.
ORCID: 0000-0002-4180-6778 (2021).
Lifetime consumption and investment with housing, deferred annuities and home equity release.
Quantitative Finance, 22(1),
pp. 129-145.
doi: 10.1080/14697688.2021.1993624
Clare, A. ORCID: 0000-0002-4180-6778, Seaton, J., Smith, P. N. (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, Cuthbertson, K.
ORCID: 0000-0003-2004-2630, Nitzsche, D.
ORCID: 0000-0003-2441-1288 (2021).
How skilful are US fixed-income fund managers?.
International Review of Financial Analysis, 74,
article number 101673.
doi: 10.1016/j.irfa.2021.101673
Owadally, I. ORCID: 0000-0002-0830-3554, Jang, C.
ORCID: 0000-0002-1883-7971 & Clare, A.
ORCID: 0000-0002-4180-6778 (2021).
Optimal Investment for a Retirement Plan with Deferred Annuities.
Insurance: Mathematics and Economics, 98,
pp. 51-62.
doi: 10.1016/j.insmatheco.2021.02.001
Owadally, I. ORCID: 0000-0002-0830-3554, Jang, C. & Clare, A. (2021).
Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk.
European Journal of Operational Research, 295(3),
pp. 1132-1146.
doi: 10.1016/j.ejor.2021.03.052
Clare, A. ORCID: 0000-0002-4180-6778, Glover, S., Seaton, J. (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. (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. ORCID: 0000-0002-4180-6778 & Clare, M. (2019).
An examination of ex ante fund performance: Identifying indicators of future performance.
Journal of Asset Management, 20(3),
pp. 175-195.
doi: 10.1057/s41260-019-00118-4
Clare, A. ORCID: 0000-0002-4180-6778, O’Sullivan, N., Sherman, M. (2018).
The Performance of US Bond Mutual Funds.
International Review of Financial Analysis, 61,
pp. 1-8.
doi: 10.1016/j.irfa.2018.12.001
Clare, A., Seaton, J., Smith, P. N. (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
Moss, A., Clare, A., Thomas, S. (2017). Can sector specific REIT strategies outperform a diversified benchmark?. Journal of European Real Estate Research, 10(3), pp. 366-383. doi: 10.1108/jerer-11-2016-0042
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. (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. (2016). Bank business models, regulation, and the role of financial market participants in the global financial crisis. Journal of Banking and Finance, 72(Supple), S1-S5. doi: 10.1016/j.jbankfin.2016.10.007
Clare, A., Seaton, J., Smith, P. N. (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. (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. (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.
Agyei-Ampomah, S., Clare, A., Mason, A. (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
Moss, A., Clare, A., Thomas, S. (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., Motson, N., Payne, R. (2014). Heads We Win, Tails You Lose. Why Don't More Fund Managers Offer Symmetric Performance Fees?. London: Cass Business School, City University, London.
Clare, A., Motson, N., Sapuric, S. (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. & 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. (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. & 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. (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. (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
Thomas, S., Clare, A. & Motson, N. (2013). An Evaluation of Alternative Equity Indices - Part 2: Fundamental Weighting Schemes. London: SSRN.
Clare, A., Motson, N. & Thomas, S. (2013). An Evaluation of Alternative Equity Indices - Part 1: Heuristic and Optimised Weighting Schemes. London: SSRN.
Clare, A., Gulamhussen, M. & Pinheiro, C. (2013). What factors cause foreign banks to stay in London?. Journal of International Money and Finance, 32(1), pp. 739-761. doi: 10.1016/j.jimonfin.2012.06.007
Clare, A. & 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., Sapuric, S. & 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
Clare, A., ap Gwilym, O., Seaton, J. (2009). Price and Momentum as Robust Tactical Approaches to Global Equity Investing. London: Cass Business School.
Clare, A. & Motson, N. (2008). How Many Alternative Eggs Should You Put in Your Investment Basket?. London: Cass Business School, City University London.