Martin Kolrep

Invesco

SCHOLARLY PAPERS

8

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Top 32,631

in Total Papers Downloads

3,181

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Scholarly Papers (8)

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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
Martin Kolrep, Harald Lohre, Erhard Radatz and Carsten Rother
, Robeco Quantitative Investments, Invesco and Invesco
Downloads 685 (77,985)

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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
Downloads 514 (111,987)

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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
, Robeco Quantitative Investments and Lancaster University - Department of Accounting and Finance
Downloads 441 (134,596)

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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
Martin Kolrep, Harald Lohre, Erhard Radatz and Carsten Rother
, Robeco Quantitative Investments, Invesco and Invesco
Downloads 436 (136,488)

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Portfolio insurance, Tactical asset allocation

5.

Dissecting the Performance of Low Volatility Investing

Invesco, 2022
Number of pages: 8 Posted: 01 May 2023 Last Revised: 03 May 2023
Bernhard Breloer, Martin Kolrep, Thorsten Paarmann and Viorel Roscovan
Friedrich-Alexander-University (FAU) Erlangen-Nürnberg, , Invesco and Invesco
Downloads 397 (152,008)

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Low volatility investing, factor investing

6.

Thematic Innovation Investing with Textual Data Analysis

Risk & Reward, 2020, 3rd issue, pp. 20-26
Number of pages: 9 Posted: 13 Oct 2020
Georg Elsaesser, François Gardin, Martin Kolrep and Michael Rosentritt
Invesco, Invesco, and affiliation not provided to SSRN
Downloads 341 (180,397)

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Thematic Investing, Innovations

7.

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
and Robeco Quantitative Investments
Downloads 286 (216,643)

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FX, Hedging, Minimum-Variance

8.

Stabilizing Global Equity Portfolios Through Dynamic Volatility Management

Number of pages: 8 Posted: 13 Apr 2023
Carsten Becker, Julian Keuerleber, Martin Kolrep and Alexander Tavernaro
Invesco, Invesco, and Invesco
Downloads 81 (613,307)

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