Alexandar Cherkezov

Invesco

An der Welle 5

Frankfurt am Main, 60322

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

868

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

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
Alexandar Cherkezov, Harald Lohre, Sergey Protchenko and Jay H Raol
Invesco, Invesco, IQS and Invesco
Downloads 729 (37,181)

Abstract:

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Style factors, factor investing, maximum diversification, risk parity

2.

The Use of Equity Factor Investing for Portfolio Insurance

Risk & Reward, 2018, 3rd issue, pp. 32-38
Number of pages: 9 Posted: 26 Nov 2018
Harald Lohre, David Happersberger and Alexandar Cherkezov
Invesco, Lancaster University - Department of Accounting and Finance and Invesco
Downloads 139 (225,325)

Abstract:

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Factor Investing, Portfolio Insurance, CPPI, DPPI