Diversified Risk Parity Strategies for Equity Portfolio Selection

Harald Lohre, Ulrich Neugebauer and Carsten Zimmer
The Journal of Investing Fall 2012, 21 (3) 111-128; DOI: https://doi.org/10.3905/joi.2012.21.3.111

Article Information

vol. 21 no. 3 111-128
DOI 
https://doi.org/10.3905/joi.2012.21.3.111
Published By 
Pageant Media Ltd
Print ISSN 
1068-0896
Online ISSN 
2168-8613
History 
  • Published online August 31, 2012.
Copyright & Usage 
© 2012 Pageant Media Ltd

Author Information

  1. Harald Lohre
    1. is a portfolio manager for quantitative asset allocation at Deka Investment GmbH in Frankfurt, Germany. (harald.lohre{at}deka.de)
  2. Ulrich Neugebauer
    1. is a managing director for quantitative products and alternative strategies at Deka Investment GmbH in Frankfurt, Germany. (ulrich.neugebauer{at}deka.de)
  3. Carsten Zimmer
    1. is a senior portfolio manager for quantitative equities at Deka Investment GmbH in Frankfurt, Germany. (carsten.zimmer{at}deka.de)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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Diversified Risk Parity Strategies for Equity Portfolio Selection
Harald Lohre, Ulrich Neugebauer, Carsten Zimmer
The Journal of Investing Aug 2012, 21 (3) 111-128; DOI: 10.3905/joi.2012.21.3.111
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