Erhard Radatz

Invesco

An der Welle 5

Frankfurt am Main, 60322

Germany

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 48,987

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Top 48,987

in Total Papers Downloads

1,156

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

Economic Versus Statistical Clustering in Multi-Asset Multi-Factor Strategies

Risk & Reward, 2020, 1st issue, pp. 26-32
Number of pages: 8 Posted: 16 Mar 2020
Invesco, Invesco, Invesco and Invesco
Downloads 425 (86,822)
Citation 2

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Multi-asset multi-factor investing, diversification, hierarchical risk parity

2.

On the Relevance of Strategic and Tactical Asset Allocation for Portfolio Insurance

Risk & Reward, 2020, 2nd issue, pp. 4-10
Number of pages: 9 Posted: 05 Jun 2020
Invesco, Invesco, Invesco and Invesco
Downloads 258 (149,680)

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Portfolio insurance, Tactical asset allocation

3.

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 129 (275,230)

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

4.

Evaluating Risk Mitigation Strategies

Risk & Reward, 2018, 2nd issue, pp. 27-31
Number of pages: 6 Posted: 30 Aug 2018
Harald Lohre, David Happersberger and Erhard Radatz
Invesco, Lancaster University - Department of Accounting and Finance and Invesco
Downloads 116 (297,310)

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Portfolio Insurance, CPPI, DPPI

5.

Searching for Inner Peace with Value Factors

Risk & Reward, 2020, 4th issue, pp. 14-19
Number of pages: 6 Posted: 06 Feb 2021
Yifei Shea and Erhard Radatz
Invesco and Invesco
Downloads 114 (301,054)

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value investing, profitability, mean reversion, valuation, growth

6.

Low volatility and ESG investing combined: Invesco’s holistic approach

Number of pages: 6 Posted: 02 Aug 2021
Invesco, Invesco and Invesco
Downloads 76 (389,333)

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equity, factor, climate, ESG, low volatility

7.

Sustainable Investing Meets Natural Language Processing - a Systematic Framework for Building Customized Theme Portfolios

Risk & Reward, #3/2021, pp. 4-13.
Number of pages: 10 Posted: 27 Aug 2021
Yifei Shea, Margit Steiner and Erhard Radatz
Invesco, Invesco and Invesco
Downloads 38 (533,177)

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Natural Language Processing (NLP), Sustainable Investing, ESG