Jay H Raol

Invesco

An der Welle 5

Frankfurt am Main, 60322

Germany

SCHOLARLY PAPERS

4

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Top 33,918

in Total Papers Downloads

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Scholarly Papers (4)

1.

Investing in a Multi-Asset Multi-Factor World

Risk & Reward, 2017, 3rd issue, pp. 4-11
Number of pages: 10 Posted: 12 Oct 2017
Invesco, Robeco Quantitative Investments, IQS and Invesco
Downloads 842 (40,350)

Abstract:

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Style factors, factor investing, maximum diversification, risk parity

2.

Investing Through a Macro Factor Lens

Risk & Reward, 2020, 4th issue, pp. 26-34
Number of pages: 11 Posted: 08 Feb 2021
Robeco Quantitative Investments, affiliation not provided to SSRN, Invesco, Lancaster University - Department of Accounting and Finance, Invesco and affiliation not provided to SSRN
Downloads 804 (42,997)

Abstract:

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Macro Factors, Factor Investing, Diversification, Factor Completion

3.

Tailoring Multi-Asset Multi-Factor Strategies

Risk & Reward, 2018, 1st issue, pp. 18-23
Number of pages: 8 Posted: 12 Jun 2018
Invesco, Robeco Quantitative Investments, Invesco and Invesco
Downloads 388 (106,489)

Abstract:

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Style Factors, Factor Investing, Factor Completion, Maximum Diversification, Risk Parity

4.

Macro Factor Investing with Style

Journal of Portfolio Management, 2022 Quantitative Special Issue, forthcoming
Posted: 28 Sep 2021 Last Revised: 08 Feb 2022
Lancaster University - Department of Accounting and Finance, Robeco Quantitative Investments, Lancaster University - Department of Accounting and Finance, Lancaster University Management School, affiliation not provided to SSRN and Invesco

Abstract:

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Macro Factors, Factor Investing, Diversification, Factor Completion