Martin Kolrep

Invesco

Senior Portfolio Manager

An der Welle 5

Frankfurt, 60322

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

700

CITATIONS

0

Scholarly Papers (3)

1.

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
Invesco and Invesco
Downloads 284 (106,332)

Abstract:

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

2.

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, Invesco and Lancaster University - Department of Accounting and Finance
Downloads 216 (140,457)

Abstract:

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

3.

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 Invesco
Downloads 200 (150,908)

Abstract:

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FX, Hedging, Minimum-Variance