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Lohre, Harald's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,636 |
Total
Citations
22 |
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1.
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Lohre, Harald
Deka Investment GmbH Opfer, Heiko
affiliation not provided to SSRN Orszag, Gabor
Deka Investment GmbH
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19 Dec 11
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Last Revised:
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22 Jun 12
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1,107
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Risk-based Asset Allocation, Risk Parity, Diversification, Entropy
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2.
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Lohre, Harald
Deka Investment GmbH Neumann, Thorsten
Union Investment Winterfeldt, Thomas
HSH Nordbank AG
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25 Mar 08
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Last Revised:
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11 Oct 10
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924
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Portfolio Optimization, Downside Risk
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Data Snooping and the Global Accrual Anomaly
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Leippold, Markus
University of Zurich - Department of Banking and Finance Lohre, Harald
Deka Investment GmbH
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21 Mar 08
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Last Revised:
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18 Sep 12
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683
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Lohre, Harald
Deka Investment GmbH Leippold, Markus
University of Zurich - Department of Banking and Finance
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accrual anomaly, market efficiency, multiple hypotheses testing, momentum effect
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Leippold, Markus
University of Zurich - Department of Banking and Finance Lohre, Harald
Deka Investment GmbH
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21 Mar 08
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Last Revised:
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12 Oct 10
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683
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Accrual Anomaly, Market Efficiency, Multiple Hypotheses Testing, Momentum Effect
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4.
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International Price and Earnings Momentum
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Lohre, Harald
Deka Investment GmbH Leippold, Markus
University of Zurich - Department of Banking and Finance
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Posted:
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17 Mar 08
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Last Revised:
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18 Sep 12
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669
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Lohre, Harald
Deka Investment GmbH Leippold, Markus
University of Zurich - Department of Banking and Finance
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earnings momentum, price momentum, market efficiency, multiple hypothesis testing, information uncertainty, liquidity
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Leippold, Markus
University of Zurich - Department of Banking and Finance Lohre, Harald
Deka Investment GmbH
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17 Mar 08
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Last Revised:
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17 Sep 12
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669
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Earnings Momentum, Price Momentum, Market Efficiency, Multiple Hypotheses Testing, Information Uncertainty, Liquidity
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5.
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Leippold, Markus
University of Zurich - Department of Banking and Finance Lohre, Harald
Deka Investment GmbH
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01 Jun 08
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Last Revised:
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17 Nov 12
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253
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2
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International Dispersion Effect, Multiple Hypotheses Testing, Information Uncertainty, Liquidity
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6.
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Lohre, Harald
Deka Investment GmbH Neugebauer, Dr. Ulrich
Deka Investment GmbH Zimmer, Carsten
Deka Investment Management GmbH
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01 May 12
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Last Revised:
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17 Sep 12
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risk-based portfolio construction, risk parity, diversification, entropy
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