Patrick Vosskamp

Allianz Global Investors

Bockenheimer Landstr. 42-44

Frankfurt am Main, 60385

Germany

  • Allianz Global Investors

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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
Hubert Dichtl, Wolfgang Drobetz, Harald Lohre, Carsten Rother and Patrick Vosskamp
dichtl research & consulting GmbH, University of Hamburg, Robeco Quantitative Investments, Invesco and Allianz Global Investors
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Abstract:

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