Dr. Ulrich Neugebauer

Deka Investment GmbH

Managing Director

Mainzer Landstrasse 16

Frankfurt am Main, 60325

Germany

SCHOLARLY PAPERS

1

DOWNLOADS

0

CITATIONS

0

Scholarly Papers (1)

1.

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