Keywords: Trend following
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Journal Articles
Journal of European Real Estate Research (2017) 10 (3): 366–383.
Published: 06 November 2017
..., the authors apply an automated trading strategy of trend following to see if this filter will improve risk-adjusted returns. Findings The two-step process of forming combinations of REIT sectors with the subsequent addition of a trend following overlay can offer clear benefits relative to a passive...

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