Erhard Radatz

Invesco

An der Welle 5

Frankfurt am Main, 60322

Germany

SCHOLARLY PAPERS

8

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Top 37,514

in Total Papers Downloads

1,815

SSRN CITATIONS

1

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Scholarly Papers (8)

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, Robeco Quantitative Investments, Invesco and Invesco
Downloads 523 (74,907)
Citation 1

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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, Robeco Quantitative Investments, Invesco and Invesco
Downloads 328 (128,347)

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Portfolio insurance, Tactical asset allocation

3.

Factor Investing in Paris: Managing Climate Change Risk in Portfolio Construction

Journal of Investment Management, Forthcoming
Number of pages: 23 Posted: 29 Apr 2022
Invesco, Robeco Quantitative Investments, Invesco and Invesco
Downloads 250 (169,457)

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Factor Investing, Portfolio Optimization, Sustainable Investments, Net Zero Framework, Paris Alignment

4.

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 191 (217,847)

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Natural Language Processing (NLP), Sustainable Investing, ESG

5.

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
Robeco Quantitative Investments, Lancaster University - Department of Accounting and Finance and Invesco
Downloads 144 (276,009)

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Portfolio Insurance, CPPI, DPPI

6.

A Factor-Based Approach to Diversifying Oil Exposure

Risk & Reward, 2019, 2nd issue, pp. 4-9
Number of pages: 8 Posted: 11 Jul 2019
Robeco Quantitative Investments, Invesco, Invesco and Invesco Investment Solutions
Downloads 134 (291,719)

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

7.

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 127 (303,759)

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value investing, profitability, mean reversion, valuation, growth

8.

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

Number of pages: 6 Posted: 02 Aug 2021
Invesco, Invesco and Invesco
Downloads 118 (320,330)

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equity, factor, climate, ESG, low volatility