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.
Ulrich Neugebauer
is a managing director for quantitative products and alternative strategies at Deka Investment GmbH in Frankfurt, Germany.
Carsten Zimmer
is a senior portfolio manager for quantitative equities at Deka Investment GmbH in Frankfurt, Germany.
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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