Search Results - "Clare, Andrew"

Is there a boutique asset management premium? Evidence from the European fund management industry by Clare, Andrew

“…There exists evidence in the performance evaluation literature that mutual funds that are manufactured by large asset management groups with large “fund…”
Get full text

Liability-driven investment for pension funds: stochastic optimization with real assets by Jang, Chul, Clare, Andrew, Owadally, Iqbal

“…Using a multi-stage stochastic programming method, we suggest an optimal liability-driven investment (LDI) strategy for a closed defined-benefit pension fund…”
Get full text

The performance of long-serving fund managers by Clare, Andrew

“…Apparently “there is no substitute for experience”. This and similar phrases are often heard in the worlds of politics, business, sport and others. It is the…”
Get full text

The performance of US bond mutual funds by Clare, Andrew, O'Sullivan, Niall, Sherman, Meadhbh, Zhu, Sheng

“…We evaluate the performance of the US bond mutual fund industry using a comprehensive sample of bond funds over a long time period from January 1998 to…”
Get full text

An examination of ex ante fund performance: identifying indicators of future performance by Clare, Andrew, Clare, Mariana

“…Although there has been a substantial flow of money over the last 20 years into indexed funds and ETFs, the vast majority of equity investment in mutual funds…”
Get full text

Can sustainable withdrawal rates be enhanced by trend following? by Clare, Andrew D., Seaton, James, Smith, Peter N., Thomas, Stephen H.

“…We examine the consequences of alternative popular investment strategies for the decumulation of fundsinvested for retirement through a defined contribution…”
Get full text

Reducing Sequence Risk Using Trend Following and the CAPE Ratio by Clare, Andrew, Seaton, James, Smith, Peter N., Thomas, Stephen

“…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…”
Get full text

Influencing Trust for Human–Automation Collaborative Scheduling of Multiple Unmanned Vehicles by Clare, Andrew S., Cummings, Mary L., Repenning, Nelson P.

“…Objective: We examined the impact of priming on operator trust and system performance when supervising a decentralized network of heterogeneous unmanned…”
Get full text

What factors cause foreign banks to stay in London? by Clare, Andrew, Gulamhussen, Mohamed Azzim, Pinheiro, Carlos

“…The banking literature focuses extensively on the phenomenon of bank entry and pays less attention to the factors driving the continuation of banking…”
Get full text

Multi-asset class mutual funds: Can they time the market? Evidence from the US, UK and Canada by Clare, Andrew, Sherman, Meadhbh Brid, Thomas, Steve

“…We examine equity market timing relative to the asset classes of government bonds and corporate bonds. The dependent variable is the change in the weight held…”
Get full text

Bank business models, regulation, and the role of financial market participants in the global financial crisis by Clare, Andrew, Duygun, Meryem, Azzim Gulamhussen, Mohamed, Pozzolo, Alberto Franco

Get full text

What impact does a change of fund manager have on mutual fund performance? by Clare, Andrew, Motson, Nick, Sapuric, Svetlana, Todorovic, Natasa

“…Using a unique database of UK fund manager changes over the period from 1997 to 2011, we examine the impact of such changes on fund performance. We find clear…”
Get full text

What do bank acquirers want? Evidence from worldwide bank M&A targets by Caiazza, Stefano, Clare, Andrew, Pozzolo, Alberto Franco

“…► Are targets in cross-border bank M&As different from targets in domestic M&As? ► We answer this question studying over 24,000 banks from more than 100…”
Get full text

Size Matters: Tail Risk, Momentum, and Trend Following in International Equity Portfolios by Clare, Andrew, Seaton, James, Smith, Peter N., Thomas, Stephen

“…The authors investigate the relationship between size and momentum across a wide range of international equity markets. They distinguish between relative…”
Get full text

Breaking into the blackbox: Trend following, stop losses and the frequency of trading – The case of the S&P500 by Clare, Andrew, Seaton, James, Smith, Peter N, Thomas, Stephen

“…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…”
Get full text

Mutual fund performance and management location by Clare, Andrew, Nitzsche, Dirk, Sherman, Meadhbh

“…In this article we develop and explore the most comprehensive database of fund manager performance delineated by location. We use this database and four…”
Get full text

Locking in the Profits or Putting It All on Black? An Empirical Investigation into the Risk-Taking Behavior of Hedge Fund Managers by Clare, Andrew D, Motson, Nick

“…The ideal fee structure aligns the incentives of the investor with those of the fund manager. Mutual funds typically only charge a management fee that is a…”
Get full text

Price and Momentum as Robust Tactical Approaches to Global Equity Investing by ap Gwilym, Owain, Clare, Andrew, Seaton, James, Thomas, Stephen

“…This article investigates the performance of momentum and timing approaches for investing across 32 international equity markets, adding to a growing body of…”
Get full text

Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk by Owadally, Iqbal, Jang, Chul, Clare, Andrew

“…•Buy deferred annuities early when saving for retirement.•Deferred annuities improve retirement outcomes irrespective of market conditions. Inflation-protected…”
Get full text

Explaining international equity valuation ratios: The roles of commodity price inflation and relative asset volatilities by Clare, Andrew, Gwilym, Owain ap, Seaton, James, Thomas, Stephen

“…This article investigates factors that have influenced stock market valuations across a number of international markets. Previous studies have found that…”
Get full text