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

https://doi.org/10.2139/ssrn.2126478
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35/35 checkable references clean · checked 2026-08-28

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

4 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 35 checked references that resolve
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The Strategic and Tactical Value of Commodity Futures
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A Quantitative Approach to Tactical Asset Allocation
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Relative Strength Strategies for Investing
resolves10.2307/2329112
The Cross-Section of Expected Stock Returns
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Tactical allocation in commodity futures markets: Combining momentum and term structure signals
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The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
resolves10.1016/s0304-405x(03)00176-4
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Currency momentum strategies
resolves10.1016/j.jbankfin.2006.12.005
Momentum strategies in commodity futures markets
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A Sharper Ratio: A General Measure for Correctly Ranking Non-Normal Investment Risks
resolves10.3905/joi.3.3.59
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resolves10.1016/j.jbankfin.2009.08.004
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resolves10.1126/science.185.4157.1124
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The 4 references without a DOI — listed, not checked
no DOI — not checkedref23
no DOI — not checkedref26
no DOI — not checkedref32
no DOI — not checkedDoes Trend-Following Work on Stocks?
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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