The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
Posted on August 21, 2012 at 09:15 AM EDT
I linked to the risk parity paper recently, but here is another paper out from the good folks at Cass… The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation Abstract: We examine the effectiveness of applying a trend following methodology to global asset allocation between equities,bonds,comm...
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