The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation

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,commodities and real estate.The…

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