Erhard Radatz

Invesco

An der Welle 5

Frankfurt am Main, 60322

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

626

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

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 305 (107,901)

Abstract:

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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 120 (252,115)

Abstract:

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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 107 (275,479)

Abstract:

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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 94 (298,292)

Abstract:

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Portfolio Insurance, CPPI, DPPI