David Happersberger - Research Portal

Dr David Happersberger

Research Student

Financial Econometrics, Return Volatility Modeling, Asset Allocation, Portfolio Management, Risk Management

AcF 324 - Quantitative Finance (Undergraduate), AcF 501 - Quantitative Methods for Finance (Postgraduate)

Estimating Portfolio Risk for Tail Risk Protection Strategies

Ingmar Nolte, Harald Lohre (external, Invesco Quantitative Strategies)

LUMS Doctoral Studentship, 2015-2019; ESRC Award Studentship, 2015-2019; LUMS Conference Grant Scheme 2017

Published
Advancing Systematic and Factor Investing Strategies using Alternative Data and Machine Learning
Happersberger, D., 2022, Lancaster University. 204 p.
Research output: Thesis › Doctoral Thesis
E-pub ahead of print
Estimating Portfolio Risk for Tail Risk Protection Strategies
Happersberger, D., Lohre, H. & Nolte, I., 3/02/2020, (E-pub ahead of print) In: European Financial Management. 26, 4, p. 1107-1146 40 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review

Doctoral Workshop on Applied Econometrics
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
8th CEQURA Conference on Advances in Financial and Insurance Risk Management
Activity: Participating in or organising an event types › Participation in conference
3rd KoLa Workshop on Finance and Econometrics
Activity: Participating in or organising an event types › Participation in workshop, seminar, course