Reducing sequence risk using trend following and the CAPE ratio

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Clare, A.; Thomas, S.; Smith, P. N.; Seaton, J.;
(2017)

The risk of experiencing bad investment outcomes at the wrong time, or sequence risk, is a poorly understood, but crucial aspect of the risk faced by investors, in particular those in the decumulation phase of their savings journey, typically over the period of retireme... View more
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