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Dr Harald Lohre

Honorary Researcher

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  1. Published

    Portfolio Construction with Downside Risk

    Lohre, H., Neumann, T. & Winterfeldt, T., 1/05/2013, Portfolio Theory and Management. Baker, H. K. & Filbeck, G. (eds.). Oxford University Press, p. 268-292 25 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  2. Published

    Hierarchical Risk Parity: Accounting for Tail Dependencies in Multi-asset Multi-factor Allocations

    Lohre, H., Rother, C. & Schäfer, K. A., 30/06/2020, Machine Learning for Asset Management: New Developments and Financial Applications. Jurczenko, E. (ed.). Chichester: John Wiley & Sons, p. 332-368 37 p. (Innovation, Entrepreneurship and Management Series).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  3. E-pub ahead of print

    ControversyBERT: Detecting Social Controversies and their Impact on Stock Returns

    Lohre, H., Nolte, S., Ranganathan, A., Rother, C. & Steiner, M., 26/07/2023, (E-pub ahead of print) In: Journal of Impact & ESG Investing.

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

  4. Published

    The Promises and Pitfalls of Machine Learning for Predicting Stock Returns

    Leung, E., Lohre, H., Mischlich, D., Shea, Y. & Stroh, M., 3/05/2021, In: Journal of Financial Data Science. 3, 2, p. 21-50 30 p.

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

  5. Published

    Data snooping and the global accrual anomaly

    Leippold, M. & Lohre, H., 1/04/2012, In: Applied Financial Economics. 22, 7, p. 509-535 27 p.

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

  6. Published

    International price and earnings momentum

    Leippold, M. & Lohre, H., 1/07/2012, In: European Journal of Finance. 18, 6, p. 535-573 39 p.

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

  7. Published

    The dispersion effect in international stock returns

    Leippold, M. & Lohre, H., 31/12/2014, In: Journal of Empirical Finance. 29, p. 331-342 12 p.

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

  8. Published

    Rates factors and global asset allocation

    Kothe, J., Lohre, H. & Rother, C., 31/01/2021, In: Journal of Fixed Income. 30, 3, p. 6-25 20 p.

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

  9. Published

    Factor Investing in Paris: Managing Climate Change Risk in Portfolio Construction

    Kolle, J., Lohre, H., Radatz, E. & Rother, C., 7/12/2022, In: Journal of Investment Management. 20, 4, p. 35-51 17 p.

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

  10. 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

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