1.BREAKING INTO THE BLACKBOX: Trend Following, Stop Losses, and the Frequency of Trading: the case of the S&P500

作　　者：Andrew Clare ;James Seaton ;Peter N Smith 等

出　　处：Discussion Papers in Economics / Department of Economics, University of York. 2012 ;2012.

出版社：University of York

文章 ID：88814934

文章详细全文下载

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

作　　者：Andrew Clare ;James Seaton ;Peter N. Smith 等

出　　处：Discussion Papers in Economics / Department of Economics, University of York. 2012 ;2012.

出版社：University of York

文章 ID：88814948

文章详细全文下载

3.Trend Following, Risk Parity and Momentum in Commodity Futures

作　　者：Andrew Clare ;James Seaton ;Peter N. Smith 等

出　　处：Discussion Papers in Economics / Department of Economics, University of York. 2012 ;2012.

出版社：University of York

文章 ID：88814951

文章详细全文下载

4.Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks

作　　者：Alfonso Mendoza-Velazquez ;Peter N. Smith

出　　处：Discussion Papers in Economics / Department of Economics, University of York. 2012 ;2012.

出版社：University of York

文章 ID：88814959

文章详细全文下载

5.Durable Consumption, Long-Run Risk and The Equity Premium

作　　者：Na Guo ;Peter N. Smith

出　　处：Discussion Papers in Economics / Department of Economics, University of York. 2012 ;2012.

出版社：University of York

文章 ID：88814960

文章详细全文下载

6.General Equilibrium Theories of the Equity Risk Premium: Estimates and Tests

作　　者：Peter N. Smith ;Steffen Sorensen ;Michael R. Wickens

出　　处：Quantitative and Qualitative Analysis in Social Sciences. 2008 ;2(3):35-66.

出版社：Quantitative and Qualitative Analysis in Social Sciences

文章 ID：88507231

文章详细全文下载

7.Decumulation, Sequencing Risk and the Safe Withdrawal Rate: Why the 4% Withdrawal Rule leaves Money on the Table

作　　者：Andrew Clare ;James Seaton ;Peter N. Smith 等

出　　处：Discussion Papers in Economics / Department of Economics, University of York. 2017 ;2017.

出版社：University of York

文章 ID：216629937

文章详细全文下载

8.Reducing sequence risk using trend following investment strategies and the CAPE

作　　者：Andrew Clare ;James Seaton ;Peter N. Smith 等

出　　处：Discussion Papers in Economics / Department of Economics, University of York. 2016 ;2016.

出版社：University of York

文章 ID：216629947

文章详细全文下载

9.Carry and Trend Following Returns in the Foreign Exchange Market

作　　者：Andrew Clare ;James Seaton ;Peter N. Smith 等

出　　处：Discussion Papers in Economics / Department of Economics, University of York. 2015 ;2015.

出版社：University of York

文章 ID：216629979

文章详细全文下载

10.Size Matters: Tail Risk, Momentum and Trend Following in International Equity Portfolios

作　　者：Andrew Clare ;James Seaton ;Peter N. Smith 等

出　　处：Discussion Papers in Economics / Department of Economics, University of York. 2015 ;2015.

出版社：University of York

文章 ID：216629980

文章详细

	有本地全文	10篇
	有全文链接	8篇

	2020	1篇
	2017	1篇
	2016	1篇
	2015	2篇
	2014	2篇

	Peter N. Smith	15篇
	Andrew Clare	12篇
	James Seaton	12篇
	Stephen Thomas	12篇
	Peter N Smith	3篇

	Alfonso Mendoza-Velazquez	2篇
	Na Guo	2篇
	Michael R. Wickens	1篇
	Paulo Santos Monteiro	1篇
	Peter Damian Spencer	1篇
	Peter Smith	1篇
	Peter Spencer	1篇
	Steffen Sorensen	1篇

	经济	17篇
	经济学	1篇

全文

出版年度

作者

来源期刊

学科主题

语种

国别/地区

检索条件:"( ( 高级检索(( ((AU:(("Peter N. Smith")))) )) ) )"

	Discussion Papers in Economics / Department of Economics, University of York	17篇
	Quantitative and Qualitative Analysis in Social Sciences	1篇