David Happersberger

Lancaster University - Department of Accounting and Finance

PhD Candidate

Lancaster, Lancashire LA1 4YX

United Kingdom

Invesco

An der Welle 5

Frankfurt am Main, 60322

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

705

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Estimating Portfolio Risk for Tail Risk Protection Strategies

European Financial Management, Forthcoming
Number of pages: 47 Posted: 05 Jun 2017 Last Revised: 18 Dec 2019
David Happersberger, Harald Lohre and Ingmar Nolte
Lancaster University - Department of Accounting and Finance, Invesco and Lancaster University - Department of Accounting and Finance
Downloads 242 (137,351)
Citation 2

Abstract:

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Tail Risk Protection, CPPI, DPPI, Risk Modelling, Value-at-Risk, Expected Shortfall, Forecast Combination, Return Synchronization

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 230 (144,296)

Abstract:

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

3.

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 (225,160)

Abstract:

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Factor Investing, Portfolio Insurance, CPPI, DPPI

4.

Evaluating Risk Mitigation Strategies

Risk & Reward, 2018, 2nd issue, pp. 27-31
Number of pages: 6 Posted: 30 Aug 2018
Harald Lohre, David Happersberger and Erhard Radatz
Invesco, Lancaster University - Department of Accounting and Finance and Invesco
Downloads 94 (298,136)

Abstract:

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Portfolio Insurance, CPPI, DPPI