Martin Kolrep

Invesco

Senior Portfolio Manager

An der Welle 5

Frankfurt, 60322

Germany

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 33,964

SSRN RANKINGS

Top 33,964

in Total Papers Downloads

2,032

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Economic Versus Statistical Clustering in Multi-Asset Multi-Factor Strategies

Risk & Reward, 2020, 1st issue, pp. 26-32
Number of pages: 8 Posted: 16 Mar 2020
Invesco, Robeco Quantitative Investments, Invesco and Invesco
Downloads 523 (74,843)
Citation 1

Abstract:

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Multi-asset multi-factor investing, diversification, hierarchical risk parity

2.

Currency Management with Style

Risk & Reward, 2018, 1st issue, pp. 30-35
Number of pages: 8 Posted: 22 May 2018
Harald Lohre and Martin Kolrep
Robeco Quantitative Investments and Invesco
Downloads 393 (104,899)

Abstract:

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Currency hedging, currency style factors, carry, value, momentum, tail-hedging

3.

Theory and Practice of Portfolio Insurance

Risk & Reward, 2017, 2nd issue, pp. 4-9
Number of pages: 8 Posted: 07 Jul 2017
Martin Kolrep, Harald Lohre and David Happersberger
Invesco, Robeco Quantitative Investments and Lancaster University - Department of Accounting and Finance
Downloads 361 (115,467)

Abstract:

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Portfolio insurance, risk forecasting, CPPI, DPPI, Stop loss, Synthetic Put

4.

On the Relevance of Strategic and Tactical Asset Allocation for Portfolio Insurance

Risk & Reward, 2020, 2nd issue, pp. 4-10
Number of pages: 9 Posted: 05 Jun 2020
Invesco, Robeco Quantitative Investments, Invesco and Invesco
Downloads 328 (128,235)

Abstract:

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Portfolio insurance, Tactical asset allocation

5.

Risk-Based Currency Management

Risk & Reward, 2017, 1st issue, pp. 20-24
Number of pages: 7 Posted: 07 Apr 2017
Martin Kolrep and Harald Lohre
Invesco and Robeco Quantitative Investments
Downloads 230 (183,364)

Abstract:

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FX, Hedging, Minimum-Variance

6.

Thematic Innovation Investing with Textual Data Analysis

Risk & Reward, 2020, 3rd issue, pp. 20-26
Number of pages: 9 Posted: 13 Oct 2020
Invesco, Invesco, Invesco and affiliation not provided to SSRN
Downloads 197 (212,804)

Abstract:

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Thematic Investing, Innovations