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The trend is our friend: Risk parity, momentum and trend following in global asset allocation

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Figure

Table 1: Performance statistics based on five broad asset classes (1994-2015)This table presents performance statistics for: the five broad asset class categories (Panel A); for the equally-
Table 2: Trend following model by asset class (1994-2015)This table presents performance statistics for the subcomponents of each broad asset class
Table 3: Applying trend following within each broad asset class (1994-2015)This table presents performance statistics for portfolios that have a default weighting of 20% to each of the
Table 4: Risk parity and trend following within broad asset classes (1994-2015)Panel A of this table presents performance statistics for portfolios that have been constructed by applying risk
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