Philipp Dirkx

Zeppelin University

Am Seemooser Horn 20

Friedrichshafen, Lake Constance 88045

Germany

ODDO BHF Group

Boulevard de la Madeleine 12

Paris, 75440

France

SCHOLARLY PAPERS

3

DOWNLOADS

647

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Implementing the Fama-French Five-Factor Model for the German Stock Market

Number of pages: 23 Posted: 31 Dec 2018
Philipp Dirkx and Franziska J. Peter
Zeppelin University and Zeppelin University
Downloads 647 (62,510)
Citation 1

Abstract:

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asset pricing, Fama-French five factor model, German stock market

2.

Investment Factor Timing: Harvesting The Low-Risk Anomaly Using Artificial Neural Networks

Expert Systems with Applications, Volume 189, 1 March 2022, 116093
Posted: 27 Apr 2020 Last Revised: 11 Nov 2021
Philipp Dirkx and Thomas Heil
Zeppelin University and Zeppelin Universität

Abstract:

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Factor Investing, Neural Networks, LSTM, Low-Risk Anomaly

3.

European ETF Factor Exposures: Evidence from a Regression- and Holdings-Based Analysis

The Journal of Index Investing Summer 2019, 10 (1) 37-50
Posted: 01 Aug 2019
Philipp Dirkx
Zeppelin University

Abstract:

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Factor Investing, Smart Beta, ETF Flows, Investor Return Gap