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Dr Harald Lohre

Honorary Researcher

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  1. Published

    Regime shifts and stock return predictability

    Hammerschmid, R. & Lohre, H., 31/07/2018, In: International Review of Economics and Finance. 56, p. 138-160 23 p.

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

  2. Published

    Optimal Timing and Tilting of Equity Factors

    Dichtl, H., Drobetz, W., Lohre, H., Rother, C. & Vosskamp, P., 2/10/2019, In: Financial Analysts Journal. 75, 4, p. 84-102 19 p.

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

  3. Active factor completion strategies

    Dichtl, H., Drobetz, W., Lohre, H. & Rother, C., 31/01/2021, In: Journal of Portfolio Management. 47, 2, p. 9-37 29 p.

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

  4. Published

    How can machine learning advance quantitative asset management

    Blitz, D., Hoogteijling, T., Lohre, H. & Messow, P., 20/07/2023, In: Journal of Portfolio Management. 49, 7, 18 p.

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

  5. Published

    Maximum diversification strategies along commodity risk factors

    Bernardi, S., Leippold, M. & Lohre, H., 31/01/2018, In: European Financial Management. 24, 1, p. 53-78 26 p.

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

  6. Published

    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

  7. Published

    Transaction Cost-Optimized Equity Factors Around the World

    Basic, F., Lohre, H., Martin Utrera, A., Nolte, I. & Nolte, S., 1/04/2024, In: Journal of Portfolio Management. 50, 6, p. 40-73

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

  8. Published

    Navigating the factor zoo around the world: an institutional investor perspective

    Bartram, S. M., Lohre, H., Pope, P. F. & Ranganathan, A., 31/07/2021, In: Journal of Business Economics. 91, 5, p. 655-703 49 p.

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

  9. Published

    Diversifying Macroeconomic Factors — For Better or for Worse

    Amato, L. & Lohre, H., 8/01/2021, 54 p.

    Research output: Working paper

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