Diversified Risk Parity Strategies for Equity Portfolio Selection

Harald Lohre; Ulrich Neugebauer; Carsten Zimmer

doi:10.3905/joi.2012.21.3.111

Article

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

Harald Lohre

is a portfolio manager for quantitative asset allocation at Deka Investment GmbH in Frankfurt, Germany.

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For correspondence: harald.lohre@deka.de

Ulrich Neugebauer

is a managing director for quantitative products and alternative strategies at Deka Investment GmbH in Frankfurt, Germany.

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For correspondence: ulrich.neugebauer@deka.de

Carsten Zimmer

is a senior portfolio manager for quantitative equities at Deka Investment GmbH in Frankfurt, Germany.

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For correspondence: carsten.zimmer@deka.de

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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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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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