Dr. Ulrich Neugebauer

Deka Investment GmbH

Managing Director

Mainzer Landstrasse 16

Frankfurt am Main, 60325

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

0

CITATIONS

0

Scholarly Papers (2)

1.

Common Equity Factors in Corporate Bond Markets

Common Equity Factors in Corporate Bond Markets, in Jurczenko, E. (Ed.), Factor Investing, ISTE Press – Elsevier, 2017.,
Posted: 03 May 2017 Last Revised: 12 Sep 2017
Demir Bektic, Dr. Ulrich Neugebauer, Michael Wegener and Josef-Stefan Wenzler
Darmstadt University of Technology, Deka Investment GmbH, Deka Investment GmbH and Deka Investment GmbH

Abstract:

corporate bonds, factor investing, risk premium, size, value, momentum, beta

2.

Diversified Risk Parity Strategies for Equity Portfolio Selection

Journal of Investing, Vol. 21, No. 3, 2012
Posted: 01 May 2012 Last Revised: 17 Sep 2012
Harald Lohre, Dr. Ulrich Neugebauer and Carsten Zimmer
Invesco, Deka Investment GmbH and Deka Investment GmbH

Abstract:

risk-based portfolio construction, risk parity, diversification, entropy