Manuel Krieger

Independent

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 32,623

SSRN RANKINGS

Top 32,623

in Total Papers Downloads

2,282

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

The Risk Parity Approach to Asset Allocation - Climbing the Wall of Worries?

1741 Asset Management, Research Note Series 3/2012
Number of pages: 7 Posted: 10 Oct 2012
Aquila Capital Group, affiliation not provided to SSRN, Independent, UBS AG and affiliation not provided to SSRN
Downloads 728 (52,262)
Citation 1

Abstract:

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Asset Allocation, Portfolio Construction, Risk Parity, Minimum Variance

2.

Risk-Parity Strategies at a Crossroads, or, Who's Afraid of Rising Yields?

Number of pages: 10 Posted: 04 Jun 2014
Aquila Capital Group, Independent, UBS AG and Asga Pension Fund
Downloads 573 (71,140)

Abstract:

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Asset Allocation, Portfolio Construction, Risk Parity, Managed Futures, Hedge Funds

3.

CTAs - How Managed Futures Manage the Future

Number of pages: 6 Posted: 18 May 2013
Fabian Dori, Manuel Krieger and Urs Schubiger
Aquila Capital Group, Independent and UBS AG
Downloads 510 (82,125)

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CTA, Momentum, Trend-following, Managed Futures, Hedge Funds

4.

CTAs - Which Trend is Your Friend?

Number of pages: 6 Posted: 23 Mar 2014
Aquila Capital Group, Independent, UBS AG and Asga Pension Fund
Downloads 471 (90,436)

Abstract:

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CTA, Momentum, Trend-following, Managed Futures, Hedge Funds