Heiko Opfer

Deka Investment GmbH

Mainzer Landstrasse 16

Frankfurt am Main, 60325

Germany

SCHOLARLY PAPERS

4

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CITATIONS
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6

Scholarly Papers (4)

1.
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Citation 5

Diversifying Risk Parity

Journal of Risk, Vol. 16, No. 5, 2014, pp. 53-79
Number of pages: 29 Posted: 19 Dec 2011 Last Revised: 23 Jul 2014
Harald Lohre, Heiko Opfer and Gabor Orszag
Invesco, Deka Investment GmbH and Deka Investment GmbH
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Citation 5

Abstract:

Risk-based Asset Allocation, Risk Parity, Diversification, Entropy

Diversifying Risk Parity

Journal of Risk, Vol. 16, No. 5, 2014
Number of pages: 28 Posted: 08 Jun 2016
Harald Lohre, Heiko Opfer and Gabor Orszag
Invesco, Deka Investment GmbH and Deka Investment GmbH
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Citation 5
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Abstract:

Diversifying, risk parity

2.

Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches

European Journal of Finance, Forthcoming.
Number of pages: 48 Posted: 12 Jun 2012 Last Revised: 06 Dec 2014
Wolfgang Bessler, Heiko Opfer and Dominik Wolff
Justus-Liebig-University Giessen, Deka Investment GmbH and Deka Investment GmbH
Downloads 533 (18,501)
Citation 1

Abstract:

Portfolio Optimization, Black-Litterman, Mean-Variance, Minimum Variance, Bayes-Stein, Naïve diversification, 1/N, Markowitz

3.

Bank Stock Returns and Economic Variables: An Empirical Analysis for Germany

EFMA 2004 Basel Meetings Paper
Posted: 17 May 2006
Wolfgang Bessler and Heiko Opfer
Justus-Liebig-University Giessen and Deka Investment GmbH

Abstract:

4.

Multi-Factor-Asset Pricing Models for German Stocks: An Empirical Analysis of Time Varying Parameters

EFMA 2004 Basel Meetings Paper
Posted: 10 May 2004
Wolfgang Bessler and Heiko Opfer
Justus-Liebig-University Giessen and Deka Investment GmbH

Abstract: