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Can sustainable withdrawal rates be enhanced by trend following?

International journal of finance and economics, 2021-01, Vol.26 (1), p.27-41

2021

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Is there a boutique asset management premium? Evidence from the European fund management industry

Journal of asset management, 2022-02, Vol.23 (1), p.19-32

Clare, Andrew

2022

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The performance of long-serving fund managers

International review of financial analysis, 2017-07, Vol.52, p.152-159

Clare, Andrew

2017

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The performance of US bond mutual funds

International review of financial analysis, 2019-01, Vol.61, p.1-8

2019

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An examination of ex ante fund performance: identifying indicators of future performance

Journal of asset management, 2019-05, Vol.20 (3), p.175-195

2019

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Using the Minimum Acceptable Annual Withdrawal with the Perfect Withdrawal Rate Rule

The journal of retirement, 2023-07, Vol.11 (1), p.34-55

2023

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Reducing Sequence Risk Using Trend Following and the CAPE Ratio

Financial analysts journal, 2017-10, Vol.73 (4), p.91-103

2017

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Perfect Withdrawal in a Noisy World: Investing Lessons with and without Annuities while in Drawdown between 2000 and 2019

The journal of retirement, 2021-07, Vol.9 (1), p.9-39

2021

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What factors cause foreign banks to stay in London?

Journal of international money and finance, 2013-02, Vol.32 (1), p.739-761

2013

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Multi-asset class mutual funds: Can they time the market? Evidence from the US, UK and Canada

Research in international business and finance, 2016-01, Vol.36, p.212-221

2016

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Bank business models, regulation, and the role of financial market participants in the global financial crisis

Journal of banking & finance, 2016-11, Vol.72, p.S1-S5

2016

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What impact does a change of fund manager have on mutual fund performance?

International review of financial analysis, 2014-10, Vol.35, p.167-177

2014

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MACROECONOMIC FACTORS, THE APT AND THE UK STOCKMARKET

Journal of business finance & accounting, 1994-04, Vol.21 (3), p.309-330

1994

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

Journal of Investing, 2017-10, Vol.26 (3), p.53-64

2017

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Risk factors in the Malaysian stock market

Pacific-Basin finance journal, 1998, Vol.6 (1), p.103-114

1998

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Breaking into the blackbox: Trend following, stop losses and the frequency of trading – The case of the S&P500

Journal of asset management, 2013-06, Vol.14 (3), p.182-194

2013

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Mutual fund performance and management location

Journal of asset management, 2013-12, Vol.14 (6), p.336-353

2013

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THE INTEGRATION AND EFFICIENCY OF INTERNATIONAL BOND MARKETS

Journal of business finance & accounting, 1995-03, Vol.22 (2), p.313-322

1995

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Using the Arbitrage Pricing Theory to Calculate the Probability of Financial Institution Failure: Note

Journal of money, credit and banking, 1995-08, Vol.27 (3), p.920-926

Clare, Andrew D.

1995

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Locking in the Profits or Putting It All on Black? An Empirical Investigation into the Risk-Taking Behavior of Hedge Fund Managers

The journal of alternative investments, 2009-09, Vol.12 (2), p.7-25

2009

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Is there a Boutique Asset Management Premium?

SSRN Electronic Journal

Clare, Andrew D.

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An empirical investigation into the performance of UK pension fund managers

Journal of pension economics & finance, 2010-10, Vol.9 (4), p.533-547

2010

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An analysis of the relationship between international bond markets

2000

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An Analysis of Seasonality in the U.K. Equity Market

The Economic journal (London), 1995-03, Vol.105 (429), p.398-409

1995

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An Extreme Value Theory Approach to Calculating Minimum Capital Risk Requirements

The journal of risk finance, 2002-01, Vol.3 (2), p.22-33

2002

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Can sustainable withdrawal rates be enhanced by trend following?

Is there a boutique asset management premium? Evidence from the European fund management industry

The performance of long-serving fund managers

The performance of US bond mutual funds

An examination of ex ante fund performance: identifying indicators of future performance

Using the Minimum Acceptable Annual Withdrawal with the Perfect Withdrawal Rate Rule

Reducing Sequence Risk Using Trend Following and the CAPE Ratio

Perfect Withdrawal in a Noisy World: Investing Lessons with and without Annuities while in Drawdown between 2000 and 2019

What factors cause foreign banks to stay in London?

Multi-asset class mutual funds: Can they time the market? Evidence from the US, UK and Canada

Bank business models, regulation, and the role of financial market participants in the global financial crisis

What impact does a change of fund manager have on mutual fund performance?

MACROECONOMIC FACTORS, THE APT AND THE UK STOCKMARKET

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

Risk factors in the Malaysian stock market

Breaking into the blackbox: Trend following, stop losses and the frequency of trading – The case of the S&P500

Mutual fund performance and management location

THE INTEGRATION AND EFFICIENCY OF INTERNATIONAL BOND MARKETS

Using the Arbitrage Pricing Theory to Calculate the Probability of Financial Institution Failure: Note

Locking in the Profits or Putting It All on Black? An Empirical Investigation into the Risk-Taking Behavior of Hedge Fund Managers

Is there a Boutique Asset Management Premium?

An empirical investigation into the performance of UK pension fund managers

An analysis of the relationship between international bond markets

An Analysis of Seasonality in the U.K. Equity Market

An Extreme Value Theory Approach to Calculating Minimum Capital Risk Requirements

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