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Absolute Momentum, Sustainable Withdrawal Rates and Glidepath Investing in US Retirement Portfolios from 1925
Vol: 31/2019 Authors: Andrew Clare, James Seaton, Peter N. Smith, Stephen Thomas Month: April Year: 2019
  • Smith
  • Finance and the Macroeconomy
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Analysis of systematic risk around firm-specific news in an emerging market using high frequency data
Vol: 35/2021 Author name: Saleem SAA; Smith PN; Yalaman A Year: 2021 Month: March
  • Smith
  • Micro-Heterogeneity and Macroeconomic Performance program
  • Finance and the Macroeconomy program
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European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk?
Vol: 08/2014 Authors: Andrew Clare, James Seaton, Peter N. Smith, Stephen Thomas Month: January Year: 2014
  • Smith
  • Finance and the Macroeconomy
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Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks
Vol: 22/2013 Authors: Alfonso Mendoza Velázquez, Peter N. Smith Month: May Year: 2013
  • Smith
  • Finance and the Macroeconomy
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What do the Fama-French Factors Add to C-CAPM?
Vol: 23/2013 Authors: Pongrapeeporn Abhakorn, Peter N. Smith, Michael R.Wickens Month: May Year: 2013
  • Smith
  • Finance and the Macroeconomy
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The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
Vol: 24/2013 Authors: Andrew Clare, James Seaton, Peter N. Smith, Stephen Thomas Month: May Year: 2013
  • Smith
  • Finance and the Macroeconomy
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The Asymmetric Effect of the Business Cycle on the Relation Between Stock Market Returns and Their Volatility
Vol: 05/2006 Authors: P.N. Smith, S. Sorensen, M.R. Wickens Month: January Year: 2006
  • Smith
  • Finance and the Macroeconomy