Momentum and Trend Following in Global Asset Allocation

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Academic paper

The Trend is Our Friend: Global Asset Allocation Using Trend Following

AuthorsSteve H. Thomas; Andrew Clare; Peter N. Smith; James Seaton

Institute
  • City, University of London
  • City University London - Sir John Cass Business School
  • Australian National University
  • University of York
  • Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
  • University of York - Department of Economics and Related Studies

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