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Dr Harald Lohre

Honorary Researcher

  1. 2014
  2. 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/MagazineJournal articlepeer-review

  3. Diversifying risk parity

    Lohre, H., Opfer, H. & Ország, G., 29/06/2014, In: Journal of Risk. 16, 5, p. 53-79 27 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. 2013
  5. 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/ISSNChapter

  6. 2012
  7. Published

    Diversified Risk Parity Strategies for Equity Portfolio Selection

    Lohre, H., Neugebauer, U. & Zimmer, C., 31/08/2012, In: Journal of Investing. 21, 3, p. 111-128 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. 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/MagazineJournal articlepeer-review

  9. 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/MagazineJournal articlepeer-review

  10. 2008
  11. Published

    Rationalizing global market anomalies

    Lohre, H., 22/10/2008, 106 p.

    Research output: ThesisDoctoral Thesis

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