Results for Portfolio construction

Publications & Outputs

1. Macro Factor Investing with Style

   Swade, A., Lohre, H., Shackleton, M., Nolte, S., Hixon, S. & Raol, J., 3/01/2022, In: Journal of Portfolio Management. 48, 2, p. 80-104 25 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

2. Second-order risk of alternative risk parity strategies

   Bernardi, S., Leippold, M. & Lohre, H., 28/02/2019, In: Journal of Risk. 21, 3, p. 1-25 25 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review