Stefan Hubrich

T.Rowe Price

100 East Pratt Street

Baltimore, MD 21202

United States

SCHOLARLY PAPERS

6

DOWNLOADS
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Top 12,553

in Total Papers Downloads

3,811

SSRN CITATIONS

0

CROSSREF CITATIONS

6

Scholarly Papers (6)

1.

'Know When to Hodl 'Em, Know When to Fodl 'Em': An Investigation of Factor Based Investing in the Cryptocurrency Space

Number of pages: 54 Posted: 19 Oct 2017 Last Revised: 11 Jan 2018
Stefan Hubrich
T.Rowe Price
Downloads 1,637 (10,232)
Citation 4

Abstract:

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bitcoin, blockchain, cryptocurrency, factor, momentum, carry, value, investing, portfolio

2.

An Alpha Unleashed: Optimal Derivative Portfolios for Portable Alpha Strategies

Number of pages: 59 Posted: 19 Sep 2007 Last Revised: 29 Sep 2009
Stefan Hubrich
T.Rowe Price
Downloads 1,254 (15,565)

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portable alpha, derivatives, asset allocation, hedging, alpha, beta, risk management

3.

Tail Risk Mitigation with Managed Volatility Strategies

Dreyer, Anna and Hubrich, Stefan, Tail Risk Mitigation with Managed Volatility Strategies (April 16, 2019). Journal of Investment Strategies 8(1), 29-56.
Number of pages: 28 Posted: 22 Nov 2017 Last Revised: 13 Jun 2019
Anna Dreyer and Stefan Hubrich
T. Rowe Price and T.Rowe Price
Downloads 652 (39,645)

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Volatility Management, Volatility, Risk Management, Tail Risk Mitigation, Utility

4.
Downloads 215 (143,212)
Citation 3

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5.

A Simple Test of the Effect of Interest Rate Defense

NBER Working Paper No. w12616
Number of pages: 34 Posted: 27 Oct 2006 Last Revised: 28 Mar 2007
Allan Drazen and Stefan Hubrich
University of Maryland - Department of Economics and T.Rowe Price
Downloads 38 (436,944)

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6.

Mixed Signals in Defending the Exchange Rate: What Do the Data Say?

CEPR Discussion Paper No. 4050
Number of pages: 37 Posted: 31 Oct 2003
Allan Drazen and Stefan Hubrich
University of Maryland - Department of Economics and T.Rowe Price
Downloads 15 (556,715)
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Currency crises, interest rate defense, speculative attacks, signalling