Carsten Rother

Invesco

An der Welle 5

Frankfurt am Main, 60322

Germany

University of Hamburg

Allende-Platz 1

Hamburg, 20146

Germany

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 31,944

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Top 31,944

in Total Papers Downloads

1,400

CITATIONS

3

Scholarly Papers (6)

1.

Optimal Timing and Tilting of Equity Factors

Financial Analysts Journal, Forthcoming
Number of pages: 31 Posted: 15 Dec 2018 Last Revised: 08 Aug 2019
dichtl research & consulting GmbH, Hamburg University, Invesco, Invesco and Allianz Global Investors
Downloads 506 (54,191)
Citation 2

Abstract:

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asset allocation, factor investing, factor timing, factor tilting, parametric portfolio policy

2.

Tailoring Multi-Asset Multi-Factor Strategies

Risk & Reward, 2018, 1st issue, pp. 18-23
Number of pages: 8 Posted: 12 Jun 2018
Joo Hee Lee, Harald Lohre, Jay H Raol and Carsten Rother
Invesco, Invesco, Invesco and Invesco
Downloads 270 (112,118)

Abstract:

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Style Factors, Factor Investing, Factor Completion, Maximum Diversification, Risk Parity

3.

Tail Risk Management for Multi-Asset Multi-Factor Strategies

Risk & Reward, 2018, 4th issue, pp. 14-20
Number of pages: 9 Posted: 20 Feb 2019
David Chambers, Harald Lohre and Carsten Rother
University of Cambridge - Judge Business School, Department of Finance & Accounting, Invesco and Invesco
Downloads 233 (130,398)

Abstract:

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Factor Investing, Tail Risk Management, Maximum Diversification, Risk Parity

4.

Active Factor Completion Strategies

Number of pages: 37 Posted: 16 Apr 2019 Last Revised: 31 Jul 2019
dichtl research & consulting GmbH, Hamburg University, Invesco and Invesco
Downloads 193 (156,016)
Citation 1

Abstract:

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Diversification, Risk Parity, Factor Completion, Multi-Asset Multi-Factor Investing

5.

Performance Attribution Through a Factor Lens

Invesco Risk & Reward, #2/2018, pp. 32-38.
Number of pages: 8 Posted: 31 Jul 2018
Sanne De Boer, Julian Keuerleber and Carsten Rother
Invesco, Invesco and Invesco
Downloads 131 (216,848)

Abstract:

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factor investing, performance attribution

6.

A Factor-Based Approach to Diversifying Oil Exposure

Risk & Reward, 2019, 2nd issue, pp. 4-9
Number of pages: 8 Posted: 11 Jul 2019
Invesco, Invesco, Invesco and Invesco Investment Solutions
Downloads 67 (335,235)

Abstract:

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Style Factors, Factor Investing, Factor Completion, Maximum Diversification, Risk Parity