Dr. Ulrich Neugebauer

Deka Investment GmbH

Managing Director

Mainzer Landstrasse 16

Frankfurt am Main, 60325

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

283

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Tree-Based Machine Learning Approaches for Equity Market Predictions

Journal of Asset Management
Number of pages: 36 Posted: 28 Nov 2018 Last Revised: 12 Jun 2019
Dominik Wolff and Dr. Ulrich Neugebauer
Darmstadt University of Technology and Deka Investment GmbH
Downloads 283 (117,021)

Abstract:

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Machine Learning, Equity Return Forecasts, Predictive Regression, Three-Pass Regression Filter, Random Forest, Boosting

2.

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
Deka Investment GmbH, Deka Investment GmbH, Deka Investment GmbH and Abaris Investment Management

Abstract:

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

3.

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:

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