We examine applying a trend following methodology to global asset allocation between
equities, bonds, commodities and real estate. This strategy offers substantial improvement in risk…

At a time when many departments of literature are discounting literary criticism and scholarship
in favor of cultural studies, the rise of the law-and-literature movement is a welcome …

Recent evidence for the US market has shown that, contrary to popular wisdom, the greater
the proportion of earnings paid out as dividends, the greater the subsequent real earnings …

Background Over the past 30 years, the healthcare industry has increasingly turned its attention
to rare diseases. Regulators have emphasized the need for clinical research in this area …

We show that combining momentum and trend following strategies for individual commodity
futures can lead to portfolios which offer attractive risk adjusted returns which are superior to …

We investigate the performance of momentum and timing approaches for investing across
32 international equity markets, adding to a growing body of literature including Siegel [2002] …

The risk of experiencing bad investment outcomes at the wrong time, or sequence risk, is a
poorly understood but crucial aspect of the risk investors face—particularly those in the …

In this article, we compare a variety of technical trading rules in the context of investing in the
S&P500 index. These rules are increasingly popular, both among retail investors and CTAs …

Cultural Conservatism, Political Liberalism is an impassioned response to the debates on
culture and the literary canon over the last decade. James Seaton argues that the attempts of …

In this study, we investigate whether the risk-adjusted returns of a global REIT portfolio would
be enhanced by adopting a trend following global strategy (which is an absolute concept …