Patrick Vosskamp

Allianz Global Investors

Bockenheimer Landstr. 42-44

Frankfurt am Main, 60385

Germany

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Optimal Timing and Tilting of Equity Factors

Financial Analysts Journal, Forthcoming
Number of pages: 31 Posted: 15 Dec 2018 Last Revised: 01 Sep 2019
dichtl research & consulting GmbH, Hamburg University, Invesco, Invesco and Allianz Global Investors
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Citation 2

Abstract:

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