Patrick Vosskamp

Allianz Global Investors

Bockenheimer Landstr. 42-44

Frankfurt am Main, 60385

Germany

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 47,630

SSRN RANKINGS

Top 47,630

in Total Papers Downloads

958

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (1)

1.

Optimal Timing and Tilting of Equity Factors

Financial Analysts Journal, 2019, Vol. 75(4), pp. 84-102
Number of pages: 31 Posted: 15 Dec 2018 Last Revised: 23 Oct 2019
dichtl research & consulting GmbH, University of Hamburg, Invesco, Invesco and Allianz Global Investors
Downloads 958 (25,306)
Citation 5

Abstract:

Loading...

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