Fabian Dori

Aquila Capital Group

Valentinskamp 70

Hamburg , 20355

Germany

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 23,280

SSRN RANKINGS

Top 23,280

in Total Papers Downloads

4,220

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (9)

1.

(R)Evolution of Asset Allocation

Number of pages: 10 Posted: 08 Oct 2011 Last Revised: 11 Feb 2012
Aquila Capital Group, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 801 (59,697)
Citation 2

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Asset Allocation, Risk Parity

2.

The Risk Parity Approach to Asset Allocation - Climbing the Wall of Worries?

1741 Asset Management, Research Note Series 3/2012
Number of pages: 7 Posted: 10 Oct 2012
Aquila Capital Group, affiliation not provided to SSRN, Independent, UBS AG and affiliation not provided to SSRN
Downloads 771 (62,847)
Citation 1

Abstract:

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Asset Allocation, Portfolio Construction, Risk Parity, Minimum Variance

3.

Risk-Parity Strategies at a Crossroads, or, Who's Afraid of Rising Yields?

Number of pages: 10 Posted: 04 Jun 2014
Aquila Capital Group, Independent, UBS AG and Asga Pension Fund
Downloads 625 (82,195)

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Asset Allocation, Portfolio Construction, Risk Parity, Managed Futures, Hedge Funds

4.

CTAs - How Managed Futures Manage the Future

Number of pages: 6 Posted: 18 May 2013
Fabian Dori, Manuel Krieger and Urs Schubiger
Aquila Capital Group, Independent and UBS AG
Downloads 570 (92,317)

Abstract:

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CTA, Momentum, Trend-following, Managed Futures, Hedge Funds

5.

CTAs - Which Trend is Your Friend?

Number of pages: 6 Posted: 23 Mar 2014
Aquila Capital Group, Independent, UBS AG and Asga Pension Fund
Downloads 522 (103,092)

Abstract:

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CTA, Momentum, Trend-following, Managed Futures, Hedge Funds

6.

Artificial Intelligence - Chances and Challenges in Quantitative Asset Management

Number of pages: 12 Posted: 12 Feb 2018
Fabian Dori, Egon Ruetsche and Urs Schubiger
Aquila Capital Group, AQ Investment AG and UBS AG
Downloads 518 (104,026)

Abstract:

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Artificial Intelligence, Machine Learning, Quantitative Asset Management

7.

Does Volatility Allow for Style Rotation? Evidence from International Stock Market Returns

Number of pages: 26 Posted: 18 Dec 2012
Fabian Dori
Aquila Capital Group
Downloads 185 (308,915)
Citation 1

Abstract:

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Style rotation, Asset pricing, Volatility, Value investing

8.

Managed Futures and the Kiss Effect, or, Who's Afraid of Pricey Markets?

Number of pages: 11 Posted: 30 Nov 2017
Fabian Dori, Egon Ruetsche and Urs Schubiger
Aquila Capital Group, AQ Investment AG and UBS AG
Downloads 156 (356,659)

Abstract:

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Managed futures, Momentum, Carry, CTA, Long-Short, Portfolio Construction, Risk Balancing, Risk Budgeting, Risk Parity

9.

Managed Futures and the AC-DC Effect, or, Highway to Prosperity?

Number of pages: 11 Posted: 30 Nov 2017
Urs Schubiger, Egon Ruetsche and Fabian Dori
UBS AG, AQ Investment AG and Aquila Capital Group
Downloads 72 (610,341)

Abstract:

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Managed futures, Momentum, Carry, Portfolio Construction, Risk Balancing, Risk Budgeting, Risk Parity