المؤلفون: Basic, Filip, Lohre, Harald, Martin Utrera, Alberto, Nolte, Ingmar, Nolte, Sandra

وصف الملف: text

Relation: https://eprints.lancs.ac.uk/id/eprint/210994/3/BasicLohreMartinUtreraNolteNolte2023.pdf; Basic, Filip and Lohre, Harald and Martin Utrera, Alberto and Nolte, Ingmar and Nolte, Sandra (2024) Transaction Cost-Optimized Equity Factors Around the World. Journal of Portfolio Management, 50 (6). pp. 40-73. ISSN 0095-4918

الاتاحة: https://eprints.lancs.ac.uk/id/eprint/210994/
https://eprints.lancs.ac.uk/id/eprint/210994/3/BasicLohreMartinUtreraNolteNolte2023.pdf

المؤلفون: Swade, Alexander, Lohre, Harald, Nolte, Sandra, Shackleton, Mark, Swinkels, Laurens

وصف الملف: text

Relation: https://eprints.lancs.ac.uk/id/eprint/212368/7/A_Century_of_Macro_Factor_Investing.pdf; Swade, Alexander and Lohre, Harald and Nolte, Sandra and Shackleton, Mark and Swinkels, Laurens (2024) A Century of Macro Factor Investing - Diversified Multi-Asset Multi-Factor Strategies through the Cycles. Journal of Portfolio Management, 50 (5). pp. 37-56. ISSN 0095-4918

الاتاحة: https://eprints.lancs.ac.uk/id/eprint/212368/
https://eprints.lancs.ac.uk/id/eprint/212368/7/A_Century_of_Macro_Factor_Investing.pdf

المؤلفون: Blitz, David, Hoogteijling, Tobias, Lohre, Harald, Messow, Philip

وصف الملف: text

Relation: https://eprints.lancs.ac.uk/id/eprint/199224/1/BlitzHoogteijlingLohreMessow2023_SSRN.pdf; Blitz, David and Hoogteijling, Tobias and Lohre, Harald and Messow, Philip (2023) How can machine learning advance quantitative asset management. Journal of Portfolio Management, 49 (7). ISSN 0095-4918

الاتاحة: https://eprints.lancs.ac.uk/id/eprint/199224/
https://eprints.lancs.ac.uk/id/eprint/199224/1/BlitzHoogteijlingLohreMessow2023_SSRN.pdf

المؤلفون: Ranganathan, Ananthalakshmi, Lohre, Harald, Nolte, Sandra, Braham, Houssem

وصف الملف: text

Relation: https://eprints.lancs.ac.uk/id/eprint/199225/1/RanganathanLohreNolteBraham_2023_An_Integrated_Approach_to_Currency_Factor_Investing.pdf; Ranganathan, Ananthalakshmi and Lohre, Harald and Nolte, Sandra and Braham, Houssem (2023) An integrated approach to currency factor investing. Journal of Systematic Investing, 3 (1). pp. 1-25.

الاتاحة: https://eprints.lancs.ac.uk/id/eprint/199225/
https://eprints.lancs.ac.uk/id/eprint/199225/1/RanganathanLohreNolteBraham_2023_An_Integrated_Approach_to_Currency_Factor_Investing.pdf

المؤلفون: Dichtl, Hubert, Drobetz, Wolfgang, Lohre, Harald, Rother, Carsten, Vosskamp, Patrick

المصدر: Financial Analysts Journal, 2019 Dec 01. 75(4), 84-102.

URL الوصول: https://www.jstor.org/stable/48538577

المؤلفون: Swade, Alexander, Lohre, Harald, Nolte, Sandra, Shackleton, Mark, Swinkels, Laurens

المصدر: Swade , A , Lohre , H , Nolte , S , Shackleton , M & Swinkels , L 2024 , ' A Century of Macro Factor Investing : Diversified Multi-Asset Multi-Factor Strategies through the Cycles ' , Journal of Portfolio Management , vol. 50 , no. 5 , pp. 37-56 . https://doi.org/10.3905/jpm.2024.1.587

الاتاحة: https://pure.eur.nl/en/publications/90bb4395-7dc2-4f5e-9f81-65b340b5539d
https://doi.org/10.3905/jpm.2024.1.587
https://eprints.lancs.ac.uk/id/eprint/212368/
http://www.scopus.com/inward/record.url?scp=85187999126&partnerID=8YFLogxK
https://eprints.lancs.ac.uk/id/eprint/212368/7/A_Century_of_Macro_Factor_Investing.pdf

المؤلفون: Blitz, David, Chen, Mike, Howard, Clint, Lohre, Harald

المصدر: Financial Analysts Journal ; volume 80, issue 3, page 59-75 ; ISSN 0015-198X 1938-3312

الاتاحة: https://doi.org/10.1080/0015198x.2024.2335142
https://www.tandfonline.com/doi/pdf/10.1080/0015198X.2024.2335142

المؤلفون: Dom, M. Sipke, Howard, Clint, Jansen, Maarten, Lohre, Harald

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.4684926

المؤلفون: Howard, Clint, Lohre, Harald, Mudde, Sebastiaan

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.4679870

المؤلفون: Bartram, Söhnke M., Lohre, Harald, Pope, Peter F., Ranganathan, Ananthalakshmi

المصدر: Journal of Business Economics ; volume 91, issue 5, page 655-703 ; ISSN 0044-2372 1861-8928

الاتاحة: http://dx.doi.org/10.1007/s11573-021-01035-y
https://link.springer.com/content/pdf/10.1007/s11573-021-01035-y.pdf
https://link.springer.com/article/10.1007/s11573-021-01035-y/fulltext.html

المؤلفون: van Vliet, Pim¹ p.van.vliet@robeco.com, Lohre, Harald^2,3 h.lohre@robeco.com

المصدر: Journal of Alternative Investments. Winter2024, Vol. 26 Issue 3, p23-40. 18p.

مصطلحات موضوعية: *ASSET management, *MARKET volatility, *INVESTMENT management, *INVESTORS, HYPOTHESIS

المؤلفون: Leippold, Markus, Bernardi, Simone, Lohre, Harald

المصدر: Leippold, Markus; Bernardi, Simone; Lohre, Harald (2020). Second-Order Risk of Alternative Risk Parity Strategies. Journal of Risk, 21(3):1-25.

مصطلحات موضوعية: Department of Finance, 330 Economics

وصف الملف: application/pdf

Relation: https://www.zora.uzh.ch/id/eprint/187198/1/SSRN-id3519985.pdf; urn:issn:1465-1211

الاتاحة: https://www.zora.uzh.ch/id/eprint/187198/
https://doi.org/10.21314/JOR.2018.401

المؤلفون: Happersberger, David, Lohre, Harald, Nolte, Ingmar

وصف الملف: text

Relation: https://eprints.lancs.ac.uk/id/eprint/139572/1/Estimating_Portfolio_Risk_for_Tail_Risk_Protection_Strategies.pdf; Happersberger, David and Lohre, Harald and Nolte, Ingmar (2020) Estimating Portfolio Risk for Tail Risk Protection Strategies. European Financial Management, 26 (4). pp. 1107-1146. ISSN 1354-7798

الاتاحة: https://eprints.lancs.ac.uk/id/eprint/139572/
https://eprints.lancs.ac.uk/id/eprint/139572/1/Estimating_Portfolio_Risk_for_Tail_Risk_Protection_Strategies.pdf

المؤلفون: Lohre, Harald, Nolte, Sandra, Ranganathan, Ananthalakshmi, Rother, Carsten, Steiner, Margit

مصطلحات الفهرس: Journal Article, PeerReviewed

URL: https://eprints.lancs.ac.uk/id/eprint/199537/
https://eprints.lancs.ac.uk/id/eprint/199537

المؤلفون: Swade, Alexander, Nolte, Sandra, Shackleton, Mark, Lohre, Harald

مصطلحات الفهرس: Journal Article, PeerReviewed

URL: https://doi.org/10.3905/jpm.2023.1.482
https://eprints.lancs.ac.uk/id/eprint/196119/
https://eprints.lancs.ac.uk/id/eprint/196119
https://doi.org/10.3905/jpm.2023.1.482

المؤلفون: Basic, Filip, Lohre, Harald, Martin Utrera, Alberto, Nolte, Ingmar, Nolte, Sandra

مصطلحات الفهرس: Journal Article, PeerReviewed

URL: https://eprints.lancs.ac.uk/id/eprint/210994/
https://eprints.lancs.ac.uk/id/eprint/210994

المؤلفون: Ranganathan, Ananthalakshmi, Nolte, Sandra, Lohre, Harald

مصطلحات الفهرس: Thesis, NonPeerReviewed

URL: https://eprints.lancs.ac.uk/id/eprint/211548/
https://eprints.lancs.ac.uk/id/eprint/211548

المؤلفون: Lohre, Harald, Nolte, Sandra, Ranganathan, Ananthalakshmi, Rother, Carsten, Steiner, Margit

مصطلحات الفهرس: Journal Article, PeerReviewed

URL: https://eprints.lancs.ac.uk/id/eprint/199537/
https://eprints.lancs.ac.uk/id/eprint/199537

المؤلفون: Swade, Alexander, Hanauer, Matthias, Lohre, Harald, Blitz, David

مصطلحات الفهرس: Journal Article, PeerReviewed

URL: https://eprints.lancs.ac.uk/id/eprint/216109/
https://eprints.lancs.ac.uk/id/eprint/216109

المؤلفون: Swade, Alexander, Hanauer, Matthias X., Lohre, Harald, Blitz, David

المصدر: Journal of Portfolio Management; 2024 Quantitative Special Issue 2024Special Issue, Vol. 50 Issue 3, p11-31, 21p

مصطلحات موضوعية: CAPITAL assets pricing model, ZOOS