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Research

Dr Harald Lohre

Honorary Researcher

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  1. Journal article
  2. Published

    An integrated approach to currency factor investing

    Ranganathan, A., Lohre, H., Nolte, S. & Braham, H., 27/05/2023, In: Journal of Systematic Investing. 3, 1, p. 1-25 25 p.

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

  3. Published

    Why do equally weighted portfolios beat value-weighted ones?

    Swade, A., Nolte, S., Shackleton, M. & Lohre, H., 31/03/2023, In: Journal of Portfolio Management. 49, 5, p. 167-187 21 p.

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

  4. 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

  5. Published

    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

  6. 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

  7. 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

  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. 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

  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

  11. 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

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