Andrew Clare
Andrew Clare is professor of asset management at Cass Business School.
- Special Report
Origins of the smart beta species
Andrew Clare, Stephen Thomas and Nick Motson trace the roots of smart beta that began as a test of the Efficient Market Hypothesis in universities in the 1970s
- Special Report
Risk and Portfolio Construction: Risk parity preferences
The asset allocation strategy can reduce drawdowns, but doesn’t improve long-term returns, argues Andrew Clare. Moreover, those findings are reversed when risk parity is applied within an asset class
